Function arima::util::diff_log

pub fn diff_log<T: Float>(x: &[T]) -> Vec<T>

Returns a n-1 vector containing the pairwise difference of log(x_t) - log(x_t-1).

Arguments

• &x - Reference to input vector slice of length n.

Returns

• Output vector of length n-1.

Example

use arima::util;
let x = [1.0, 4.0, 6.0];
let y = util::diff_log(&x);
assert!(y[0] - 1.3862944 < 1.0e-7);
assert!(y[1] - 0.4054651 < 1.0e-7);