diff_cpp: Lagged Differences in Armadillo

View source: R/RcppExports.R

diff_cppR Documentation

Lagged Differences in Armadillo

Description

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

Usage

diff_cpp(x, lag, differences)

Arguments

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

Value

A vector containing the differenced time series.

Author(s)

JJB


simts documentation built on Aug. 31, 2023, 5:07 p.m.