dfm: First difference matrix

Description Usage Arguments Value Author(s) Examples

View source: R/dfm.R

Description

It creates a matrix of first differences of order k.

Usage

1
dfm(k)

Arguments

k

size of the matrix

Value

D

first difference matrix

Author(s)

Francesco Bartolucci, Antonio Forcina

Examples

1
2
3
D = dfm(5)
x = runif(5)
(D%*%x)

extRC documentation built on Oct. 23, 2020, 7:07 p.m.