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.

Examples

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

Documentation reproduced from package kimisc, version 0.4, License: GPL-3

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