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.

diff

Aliases
• diffinv
• diffinv.default
• diffinv.ts
Examples
library(stats) # NOT RUN { s <- 1:10 d <- diff(s) diffinv(d, xi = 1) # } 
Documentation reproduced from package stats, version 3.6.0, License: Part of R 3.6.0

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