Lagged Differences
Description
Returns suitably lagged and iterated differences.
Usage
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, ...)
Arguments
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.
Details
diff is a generic function with a default method and ones for
classes "ts", "POSIXt" and
"Date".
NA 's propagate.
Value
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.
References
Becker, R. A., Chambers, J. M. and Wilks, A. R. (1988) The New S Language. Wadsworth & Brooks/Cole.
See Also
Examples
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)
## allows to pass units via ... to difftime()
diff(.leap.seconds, units = "weeks")
diff(as.Date(.leap.seconds), units = "weeks")