gdiff: Difference a vector or a matrix, with special treatment of...

In garchx: Flexible and Robust GARCH-X Modelling

Difference a vector or a matrix, with special treatment of zoo objects

Description

Similar to the diff function from the base package, but gdiff enables padding (e.g. NAs or 0s) of the lost entries. Contrary to the diff function in the base package, however, the default in gdiff is to pad (with NAs). The gdiff function is particularly suited for zoo objects, since their indexing is retained

Usage

gdiff(x, lag = 1, pad = TRUE, pad.value = NA)

Arguments

x	a numeric vector or matrix
lag	integer equal to the difference-length (the default is 1)
pad	logical. If TRUE (default), then the lost entries are padded with pad.value. If FALSE, then no padding is undertaken
pad.value	numeric, the pad-value

Value

A vector or matrix with the differenced values

Note

Empty

Author(s)

Genaro Sucarrat, http://www.sucarrat.net/

See Also

diff, glag, lag

Examples

##1st difference of a series:
x <- rnorm(5)
gdiff(x)

##1st difference with no padding:
gdiff(x, pad=FALSE)

##1st difference retaining the original zoo-index ordering:
gdiff(as.zoo(x))

##1st difference of a matrix:
y <- matrix(rnorm(8),4,2)
gdiff(y)

##2nd difference of the same matrix:
gdiff(y, lag=2)

garchx documentation built on Sept. 13, 2022, 5:06 p.m.