diff: Lagged Differences

In spam: SPArse Matrix

Lagged Differences

Description

Returns suitably lagged and iterated differences.

Usage

# diff.spam(x, lag = 1, differences = 1, ...)
## S4 method for signature 'spam'
diff(x, lag = 1, differences = 1, ...)

Arguments

x	a spam matrix containing the values to be differenced.
lag	an integer indicating which lag to use.
differences	an integer indicating the order of the difference.
...	further arguments to be passed to or from methods.

Value

A spam matrix with elements similar to as.spam(diff(as.matrix(x), ...)).

Author(s)

Reinhard Furrer

See Also

diff in base, precmat.

Examples

# incidence matrix for a RW(3) model
D <- diff.spam(diag.spam(10), lag=1, differences=3)
t(D)%*%D

spam documentation built on Oct. 23, 2023, 5:07 p.m.