diff_cpp

A <code>vec</code> that is the time series

A <code>unsigned int</code> that indicates the lag

A <code>dif</code> that indicates how many differences should be taken

differences

Returns the ith difference of a time series of rth lag.

internal

Provides a series of tools to compute and plot quantities related to classical and robust wavelet variance for time series and regular lattices. More details can be found, for example, in Serroukh, A., Walden, A.T., & Percival, D.B. (2000) <doi:10.2307/2669537> and Guerrier, S. & Molinari, R. (2016) <arXiv:1607.05858>.

St<c3><a9>phane Guerrier

Wavelet Variance

Stéphane Guerrier

James Balamuta

Justin Lee

Roberto Molinari

Yuming Zhang

Nathanael Claussen

Haotian Xu

Lionel Voirol

diff_cpp function

<dl><dt>x</dt>
<dd>A <code>vec</code> that is the time series</dd>
<dt>lag</dt>
<dd>A <code>unsigned int</code> that indicates the lag</dd>
<dt>differences</dt>
<dd>A <code>dif</code> that indicates how many differences should be taken</dd></dl>

Arguments

Author

Lagged Differences in Armadillo — diff_cpp

<dl>

<dt>x</dt>
<dd>A <code>vec</code> that is the time series</dd>


<dt>lag</dt>
<dd>A <code>unsigned int</code> that indicates the lag</dd>


<dt>differences</dt>
<dd>A <code>dif</code> that indicates how many differences should be taken</dd>

</dl>

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diff_cpp: Lagged Differences in Armadillo

Description

Usage

Value

Arguments

Author