differences: Lagged differences

In sfeuerriegel/ResearchGroupTools: Collection of Custom Helper Functions

Description

Calculates differences between values with specified lag.

Usage

differences(x, lag = 1, order = 1, na_padding = TRUE)

Arguments

x	A numeric vector containing the values for which returns are calculated.
lag	Integer indicating which lag to use (default: 1).
order	Order of differences (default: 1).
na_padding	Flag whether to pad truncated values with NA's (default: TRUE).

Value

Numeric vector with differences of specified lag and order.

Note

Parameter na_padding behaves slightly different from diff in order to achieve consistency with lead and lag.

See Also

diff, returns

Examples

differences(1:10)
differences(c(1, 2, 4, 8, 16, 32))
differences(c(1, 2, 4, 8, 16, 32), order = 2)
differences(c(1, 2, 4, 8, 16, 32), na_padding = FALSE)

sfeuerriegel/ResearchGroupTools documentation built on May 29, 2019, 8:01 p.m.