Discrete Integration: Inverse of Differencing

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Description

Computes the inverse function of the lagged differences function diff.

Usage

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diffinv(x, ...)

## Default S3 method:
diffinv(x, lag = 1, differences = 1, xi, ...)
## S3 method for class 'ts'
diffinv(x, lag = 1, differences = 1, xi, ...)

Arguments

x

a numeric vector, matrix, or time series.

lag

a scalar lag parameter.

differences

an integer representing the order of the difference.

xi

a numeric vector, matrix, or time series containing the initial values for the integrals. If missing, zeros are used.

...

arguments passed to or from other methods.

Details

diffinv is a generic function with methods for class "ts" and default for vectors and matrices.

Missing values are not handled.

Value

A numeric vector, matrix, or time series (the latter for the "ts" method) representing the discrete integral of x.

Author(s)

A. Trapletti

See Also

diff

Examples

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s <- 1:10
d <- diff(s)
diffinv(d, xi = 1)

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