| diff | R Documentation |
Returns suitably lagged and iterated differences.
diff(x, ...) ## Default S3 method: diff(x, lag = 1, differences = 1, ...) ## S3 method for class 'POSIXt' diff(x, lag = 1, differences = 1, ...) ## S3 method for class 'Date' diff(x, lag = 1, differences = 1, ...)
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. |
... |
further arguments to be passed to or from methods. |
diff is a generic function with a default method and ones for
classes "ts", "POSIXt" and
"Date".
NA's propagate.
If x is a vector of length n and differences = 1,
then the computed result is equal to the successive differences
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.
Becker, R. A., Chambers, J. M. and Wilks, A. R. (1988) The New S Language. Wadsworth & Brooks/Cole.
diff.ts, diffinv.
diff(1:10, 2) diff(1:10, 2, 2) x <- cumsum(cumsum(1:10)) diff(x, lag = 2) diff(x, differences = 2) diff(.leap.seconds)
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