Integrate multivariate time series using cumsum

utilities

Extensions and additional 'tframe' utilities.

Paul Gilbert

tframePlus

Time Frame Coding Kernel Extensions

tfI function

<dl> <dt>x</dt>
<dd>a multivariate time series object.</dd> <dt>I</dt>
<dd>a logical of length equal the number of series in <code>x</code> 
 indicating which series to integrate, default all.</dd> <dt>t0</dt>
<dd>a vector of length equal the number of series in <code>x</code> 
 indicating initial (time zero) valuess, defaults to zero.</dd></dl>

Arguments

Integrate Multivariate Time Series — tfI

<dl>

 <dt>x</dt>
<dd>a multivariate time series object.</dd>

 <dt>I</dt>
<dd>a logical of length equal the number of series in <code>x</code> 
 indicating which series to integrate, default all.</dd>

 <dt>t0</dt>
<dd>a vector of length equal the number of series in <code>x</code> 
 indicating initial (time zero) valuess, defaults to zero.</dd>

</dl>

tfI: Integrate Multivariate Time Series

Description

Usage

Value

Arguments

Details

See Also