simts: diff_cpp – R documentation

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diff_cpp

Lagged Differences in Armadillo

Description

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

Usage

diff_cpp(x, lag, differences)

Arguments

`x`	A `vec` that is the time series
`lag`	A `unsigned int` that indicates the lag
`differences`	A `dif` that indicates how many differences should be taken

Value

A vector containing the differenced time series.

Author(s)

JJB

simts

Time Series Analysis Tools

v0.1.1

AGPL-3 | file LICENSE

Authors

Stéphane Guerrier [aut, cre, cph], James Balamuta [aut, cph], Roberto Molinari [aut, cph], Justin Lee [aut], Yuming Zhang [aut], Wenchao Yang [ctb], Nathanael Claussen [ctb], Yunxiang Zhang [ctb], Christian Gunning [cph], Romain Francois [cph], Ross Ihaka [cph], R Core Team [cph]

Initial release

2019-07-21