gdiff
From kimisc v0.4
by Kirill Müller
Generalized lagged differences
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
Examples
# NOT RUN {
gdiff(1:4)
gdiff(1:4, FUN = `/`)
# }
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