diff_cpp: Lagged Differences in Armadillo
In SMAC-Group/gmwm: Generalized Method of Wavelet Moments

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

1	diff_cpp(x, lag, differences)

`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

A vector containing the differenced time series.

JJB

1 2	x = rnorm(10, 0, 1) diff_cpp(x,1,1)

SMAC-Group/gmwm documentation built on Sept. 11, 2021, 10:06 a.m.

SMAC-Group/gmwm index

README.md

Note that we can't provide technical support on individual packages. You should contact the package authors for that.

Description