fractdiff: Fractional Differences (GNU Octave/MATLAB compatible)

In iemisc: Irucka Embry's Miscellaneous Functions

Fractional Differences (GNU Octave/MATLAB compatible)

Description

"Compute the fractional differences (1 - L)^d * x where L denotes the lag- operator and d is greater than -1." Source: Eaton page 853.

Usage

fractdiff(x, d)

Arguments

x	A numeric vector
d	A numeric scalar

Value

Return the fractional differences.

Note

Note: Please refer to the iemisc: Examples from GNU Octave Rem, Mod, and fractdiff Compatible Functions vignette for an example

Author(s)

Irucka Embry

Irucka Embry, GNU Octave Developers (GNU Octave code)

Source

1. r - How to not run an example using roxygen2? - Stack Overflow answered and edited by samkart on Jul 9 2017. (Also see the additional comments in response to the answer.) See https://stackoverflow.com/questions/12038160/how-to-not-run-an-example-using-roxygen2.

2. devtools - Issues in R package after CRAN asked to replace dontrun by donttest - Stack Overflow answered by Hong Ooi on Sep 1 2020. (Also see the additional comments in response to the answer.) See https://stackoverflow.com/questions/63693563/issues-in-r-package-after-cran-asked-to-replace-dontrun-by-donttest.

References

John W. Eaton, David Bateman, Søren Hauberg, and Rik Wehbring (November 2022). GNU Octave: A high-level interactive language for numerical computations: Edition 7 for Octave version 7.3.0. https://docs.octave.org/octave.pdf. Page 853.

iemisc documentation built on Sept. 25, 2023, 5:09 p.m.