diffinv
Discrete Integration: Inverse of Differencing
Computes the inverse function of the lagged differences function
diff
.
 Keywords
 ts
Usage
diffinv(x, ...)
"diffinv"(x, lag = 1, differences = 1, xi, ...)
"diffinv"(x, lag = 1, differences = 1, xi, ...)
Arguments
 x
 a numeric vector, matrix, or time series.
 lag
 a scalar lag parameter.
 differences
 an integer representing the order of the difference.
 xi
 a numeric vector, matrix, or time series containing the initial values for the integrals. If missing, zeros are used.
 ...
 arguments passed to or from other methods.
Details
diffinv
is a generic function with methods for class "ts"
and default
for vectors and matrices.
Missing values are not handled.
Value

A numeric vector, matrix, or time series (the latter for the
"ts"
method) representing the discrete integral of x
.
See Also
Examples
library(stats)
s < 1:10
d < diff(s)
diffinv(d, xi = 1)
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