FSA (version 0.8.6)

lagratio: Ratio of lagged observations.

Description

Computes the ratio of lagged observations in a vector.

Usage

lagratio(x, lag = 1L, recursion = 1L, differences = recursion,
  direction = c("backward", "forward"), ...)

Arguments

x

A numeric vector or matrix.

lag

An integer representing the lag distance.

recursion

An integeer that indicates the level of recursion for the calculations. A 1 will simply compute the ratios. A 2, for example, will compute the ratios, save the result, and then compute the ratios of the results using the same <

differences

Same as recursion. Used for symmetry with diff.

direction

A string that indicates the direction of calculation. A "backward" induicates that latter values are divided by former values. A "forward" induicates that former values are div

...

Additional arguments to diff().

Value

• A vector or matrix of lagged ratios.

Details

This function behaves similarly to diff() except that it returns a vector or matrix of ratios rather than differences.

See Also

diff

Examples

## Backward lagged ratios
# no recursion
lagratio(1:10,1)
lagratio(1:10,2)
# with recursion
lagratio(1:10,1,2)
lagratio(1:10,2,2)

## Forward lagged ratios
# no recursion
lagratio(10:1,1,direction="forward")
lagratio(10:1,2,direction="forward")
# with recursion
lagratio(10:1,1,2,direction="forward")
lagratio(10:1,2,2,direction="forward")