diffinv

0th

Percentile

Discrete Integration: Inverse of Differencing

Computes the inverse function of the lagged differences function diff.

Keywords
ts
Usage
diffinv(x, ...)

# S3 method for default diffinv(x, lag = 1, differences = 1, xi, …) # S3 method for ts 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

diff

Aliases
  • diffinv
  • diffinv.default
  • diffinv.ts
Examples
library(stats) s <- 1:10 d <- diff(s) diffinv(d, xi = 1)
Documentation reproduced from package stats, version 3.3.3, License: Part of R 3.3.3

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