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# This R package is free software; you can redistribute it and/or
# modify it under the terms of the GNU Library General Public
# License as published by the Free Software Foundation; either
# version 2 of the License, or (at your option) any later version.
#
# This R package is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU Library General Public License for more details.
#
# You should have received a copy of the GNU Library General
# Public License along with this R package; if not, write to the
# Free Foundation, Inc., 59 Temple Place, Suite 330, Boston,
# MA 02111-1307 USA
################################################################################
# MEHODS: DESCRIPTION:
# diff.timeDate Returns suitably lagged and iterated differences
################################################################################
# ---------------------------------------------------------------------------- #
# Roxygen Tags
#' @export
# ---------------------------------------------------------------------------- #
diff.timeDate <-
function (x, lag = 1, differences = 1, ...)
{
# A function implemented by Diethelm Wuertz
# Description:
# Returns suitably lagged and iterated differences
# Arguments:
# x - a 'timeDate' object.
# lag - an integer indicating which lag to use, by
# default 1.
# differences - an integer indicating the order of the
# difference, by default 1.
# ... - further arguments to be passed to or from methods.
# Value:
# If 'x' is a vector of length 'n' and 'differences=1', then
# the computed result is equal to the successive differences
# 'x[(1+lag):n] - x[1:(n-lag)]'.
# If 'difference' is larger than one this algorithm is applied
# recursively to 'x'. Note that the returned value is a vector
# which is shorter than 'x'.
# FUNCTION:
# Convert to GMT:
GMT <- timeDate(x, zone = x@FinCenter, FinCenter = "GMT")
diff(as.POSIXct(GMT@Data),
lag = lag, differences = differences, ...)
}
################################################################################
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