diff_inv: Discrete Intergral: Inverse Difference

In SMAC-Group/gmwm: Generalized Method of Wavelet Moments

Description

Takes the inverse difference (e.g. goes from diff() result back to previous vector)

Usage

intgr_vec(x, xi, lag)

diff_inv_values(x, lag, d, xi)

diff_inv(x, lag, d)

Arguments

x	A vec containing the data
xi	A vec with length lag*d that provides initial values for the integration.
lag	An unsigned int indicating the lag between observations.
d	An unsigned int which gives the number of "differences" to invert.

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