diff_series: Applies a fractional differentiation to a time series.
In luisdamiano/LeastFracDiff: Grid Search for the Least Fractional Differenciation Order
Description
Usage
Arguments
Value
Examples
Description
Applies a fractional differentiation to a time series.
Usage
1
diff_series(x, d)
Arguments
x
A time series. Either a numberic vector or an 'xts' object.
d
Order of the fractional differentiation.
Value
A time series object.
Examples
1
## Not run: diff_series(x, 0.5)
luisdamiano/LeastFracDiff documentation built on May 10, 2019, 3:18 a.m.
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Description Usage Arguments Value Examples
Description
Applies a fractional differentiation to a time series.
Usage
1 | diff_series(x, d)
|
Arguments
x |
A time series. Either a numberic vector or an 'xts' object. |
d |
Order of the fractional differentiation. |
Value
A time series object.
Examples
1 | ## Not run: diff_series(x, 0.5)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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