diff

Function diff 

Source
pub fn diff(x: &[f64]) -> Vec<f64>
Expand description

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:

‘diff.ts’, ‘diffinv’.

§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)