gdiff: Generalized lagged differences

In kimisc: Kirill's miscellaneous functions

Description

Returns suitably lagged and iterated differences using arbitrary differce functions.

Usage

gdiff(x, lag = 1L, differences = 1L, FUN = `-`, ...)

Arguments

FUN	A distance function that accepts two parameters
...	further arguments to be passed to or from methods.
x	a numeric vector or matrix containing the values to be differenced.
lag	an integer indicating which lag to use.
differences	an integer indicating the order of the difference.

Value

If x is a vector of length n and differences = 1, then the computed result is equal to the successive differences FUN(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.

If x is a matrix then the difference operations are carried out on each column separately.

See Also

diff

Examples

gdiff(1:4)
gdiff(1:4, FUN = `/`)

kimisc documentation built on May 2, 2019, 6:09 p.m.