fractdiff | R Documentation |
"Compute the fractional differences (1 - L)^d * x where L denotes the lag- operator and d is greater than -1." Source: Eaton page 853.
fractdiff(x, d)
x |
A numeric vector |
d |
A numeric scalar |
Return the fractional differences.
Note: Please refer to the iemisc: Examples from GNU Octave Rem, Mod, and fractdiff Compatible Functions vignette for an example
Irucka Embry
Irucka Embry, GNU Octave Developers (GNU Octave code)
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.
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.
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.
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