diffinv                package:stats                R Documentation

Discrete Integration: Inverse of Differencing

Description:

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

Usage:

     diffinv(x, ...)

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

Arguments:

       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.

Details:

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

     Missing values are not handled.

Value:

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

Author(s):

     A. Trapletti

See Also:

     'diff'

Examples:

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

