diffXts: Lag and/or Difference/Use(rerun) a function(Fun) Upon its xts...

In AndreMikulec/econModel: Meaningful Social and Economic Data from ALFRED and elsewhere

Description

Based on R CRAN package xts function diff.xts

Usage

diffXts(
  x,
  lag = 1,
  differences = 1,
  arithmetic = TRUE,
  log = FALSE,
  na.pad = TRUE,
  Fun = diff,
  ...
)

Arguments

x	as diff.xts
lag	as diff.xts
differences	as diff.xts. Also, knows as "number of (re)runs - 1" of function(Fun). Runs use as its input data, the results data from the the previous run (if any).s
arithmetic	as diff.xts
log	as diff.xts
na.pad	as diff.xts
Fun	difference-ing function. Meant to change the xTs in some way. (Default diff (expected: xts::diff.xts)). Should accept or (accept and ignore) the parameters: lag; for S3 compatibility, differences; for xts compatiblity, arithmetic, log, and/or na.pad.
...	dots passed

Value

xts object

Examples

## Not run: 

# diffXts examples

xts(matrix(c(1,-2,-4,8,16,32), ncol = 2), zoo::as.Date(0:2))
           [,1] [,2]
1970-01-01    1    8
1970-01-02   -2   16
1970-01-03   -4   32

diffXts(xts(matrix(c(1,-2,-4,8,16,32), ncol = 2), zoo::as.Date(0:2)))
        V1diff.1 V2diff.1
1970-01-01       NA       NA
1970-01-02       -3        8
1970-01-03       -2       16

# same as above
diffXts(xts(matrix(c(1,-2,-4,8,16,32), ncol = 2), zoo::as.Date(0:2)), Fun = AC)
           V1diff.1 V2diff.1
1970-01-01       NA       NA
1970-01-02       -3        8
1970-01-03       -2       16

diffXts(xts(matrix(c(1,-2,-4,8,16,32), ncol = 2), zoo::as.Date(0:2)),
       differences = 2, Fun = AC)

           V1diff.1 V2diff.1
1970-01-01       NA       NA
1970-01-02       NA       NA
1970-01-03        1        8

diffXts(xts(matrix(c(1,-2,-4,8,16,32), ncol = 2), zoo::as.Date(0:2)), Fun = RC)
           V1diff.1 V2diff.1
1970-01-01       NA       NA
1970-01-02       -2        2
1970-01-03       -1        2

diffXts(xts(matrix(c(1,-2,-4,8,16,32), ncol = 2), zoo::as.Date(0:2)),
        differences = 2, Fun = RC)

           V1diff.1 V2diff.1
1970-01-01       NA       NA
1970-01-02       NA       NA
1970-01-03      0.5        1


## End(Not run)

AndreMikulec/econModel documentation built on June 30, 2021, 9:48 a.m.