diff_cpp: Lagged Differences in Armadillo
In gmwm: Generalized Method of Wavelet Moments

Returns the ith difference of a time series of rth lag.

1	diff_cpp(x, lag, differences)

`x`	A `vec` that is the time series
`lag`	A `unsigned int` that indicates the lag
`differences`	A `dif` that indicates how many differences should be taken

A vector containing the differenced time series.

JJB

1 2	x = rnorm(10000, 0, 1) diff_cpp(x,1,1)

gmwm documentation built on April 14, 2017, 4:38 p.m.

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