diffinv                package:stats                R Documentation

_D_i_s_c_r_e_t_e _I_n_t_e_g_r_a_t_i_o_n: _I_n_v_e_r_s_e _o_f _D_i_f_f_e_r_e_n_c_i_n_g

_D_e_s_c_r_i_p_t_i_o_n:

     Computes the inverse function of the lagged differences function
     'diff'.

_U_s_a_g_e:

     diffinv(x, ...)

     ## Default S3 method:
     diffinv(x, lag = 1, differences = 1, xi, ...)
     ## S3 method for class 'ts':
     diffinv(x, lag = 1, differences = 1, xi, ...)

_A_r_g_u_m_e_n_t_s:

       x: a numeric vector, matrix, or time series.

     lag: a scalar lag parameter.

differences: an integer representing the order of the difference.

      xi: a numeric vector, matrix, or time series containing the
          initial values for the integrals.  If missing, zeros are
          used.

     ...: arguments passed to or from other methods.

_D_e_t_a_i_l_s:

     'diffinv' is a generic function with methods for class '"ts"' and
     'default' for vectors and matrices.

     Missing values are not handled.

_V_a_l_u_e:

     A numeric vector, matrix, or time series (the latter for the
     '"ts"' method) representing the discrete integral of 'x'.

_A_u_t_h_o_r(_s):

     A. Trapletti

_S_e_e _A_l_s_o:

     'diff'

_E_x_a_m_p_l_e_s:

     s <- 1:10
     d <- diff(s)
     diffinv(d, xi = 1)

