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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