base-diff: Lagged 'timeDate' differences

In timeDate: Rmetrics - Chronological and Calendar Objects

Lagged 'timeDate' differences

Description

Returns suitably lagged and iterated differences.

Usage

## S3 method for class 'timeDate'
diff(x, lag = 1, differences = 1, ...)  

Arguments

x	an object of class "timeDate".
lag	an integer indicating which lag to use.
differences	an integer indicating the order of the difference.
...	arguments passed to other methods.

Value

For the function, diff.timeDate, if x is a vector of length n and differences=1, then the computed result is equal to the successive differences x[(1+lag):n] - x[1:(n-lag)]. If difference is larger than one this algorithm is applied recursively to x. Note that the returned value is a vector which is shorter than x.

Examples

## create character vectors
dts = c("1989-09-28", "2001-01-15", "2004-08-30", "1990-02-09")
dts
tms = c(  "23:12:55",   "10:34:02",   "08:30:00",   "11:18:23")
tms
   
## timeDate
GMT = timeDate(dts, zone = "GMT", FinCenter = "GMT") + 24*3600
GMT
ZUR = timeDate(dts, zone = "GMT", FinCenter = "Europe/Zurich")
ZUR

## diff
# suitably lagged and iterated differences
diff(GMT)
diff(GMT, lag = 2)
diff(GMT, lag = 1, diff = 2)

timeDate documentation built on Sept. 22, 2024, 5:07 p.m.