tfI: Integrate Multivariate Time Series
In tframePlus: Time Frame Coding Kernel Extensions

tfI	R Documentation

Integrate Multivariate Time Series

Integrate multivariate time series using cumsum

    tfI (x, I=rep(TRUE, NCOL(x)), t0=rep(0, NCOL(x)))

`x`	a multivariate time series object.
`I`	a logical of length equal the number of series in `x` indicating which series to integrate, default all.
`t0`	a vector of length equal the number of series in `x` indicating initial (time zero) valuess, defaults to zero.

This function first prepends t0 to x and then applies cumsum to each series indicated by I. The first value is then dropped from the result.

a multivariate time series object of the same dimension as x.