kimisc (version 0.4)

gdiff: Generalized lagged differences

Description

Returns suitably lagged and iterated differences using arbitrary difference functions.

Usage

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

Arguments

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.

FUN

A distance function that accepts two parameters

...

further arguments to be passed to or from methods.

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

base::diff()

Examples

# NOT RUN {
gdiff(1:4)
gdiff(1:4, FUN = `/`)
# }