gdiff {kimisc} | R Documentation |
Returns suitably lagged and iterated differences using arbitrary difference functions.
gdiff(x, lag = 1L, differences = 1L, FUN = `-`, ...)
x |
a numeric vector or matrix containing the values to be differenced. |
lag |
an integer indicating which lag to use. |
differences |
an integer indicating the order of the difference. |
FUN |
A distance function that accepts two parameters |
... |
further arguments to be passed to or from methods. |
If x is a vector of length n
and differences = 1
, then
the computed result is equal to the successive differences
FUN(x[(1+lag):n], x[1:(n-lag)])
.
If difference
is larger than one this algorithm is applied
recursively to x
. Note that the returned value is a vector which is
shorter than x
.
If x
is a matrix then the difference operations are carried out on each
column separately.
gdiff(1:4) gdiff(1:4, FUN = `/`)