The R Project SVN R

Rev

Rev 61150 | Go to most recent revision | Details | Compare with Previous | Last modification | View Log | RSS feed

Rev Author Line No. Line
42333 ripley 1 
% File src/library/base/man/diff.Rd
68948 ripley 2 
% Part of the R package, https://www.R-project.org
59039 ripley 3 
% Copyright 1995-2011 R Core Team
42333 ripley 4 
% Distributed under GPL 2 or later
5 
 
2 r 6 
\name{diff}
56186 murdoch 7 
\alias{diff}
7782 hornik 8 
\alias{diff.default}
24782 ripley 9 
\alias{diff.POSIXt}
28166 ripley 10 
\alias{diff.Date}
56129 ripley 11 
\concept{difference}
2 r 12 
\title{Lagged Differences}
7782 hornik 13 
\description{
14 
  Returns suitably lagged and iterated differences.
15 
}
2 r 16 
\usage{
1368 maechler 17 
diff(x, \dots)
25360 ripley 18 
 
19 
\method{diff}{default}(x, lag = 1, differences = 1, \dots)
20 
 
21 
\method{diff}{POSIXt}(x, lag = 1, differences = 1, \dots)
28166 ripley 22 
 
23 
\method{diff}{Date}(x, lag = 1, differences = 1, \dots)
2 r 24 
}
25 
\arguments{
7782 hornik 26 
  \item{x}{a numeric vector or matrix containing the values to be
27 
    differenced.}
28 
  \item{lag}{an integer indicating which lag to use.}
29 
  \item{differences}{an integer indicating the order of the difference.}
15304 hornik 30 
  \item{\dots}{further arguments to be passed to or from methods.}
2 r 31 
}
7782 hornik 32 
\details{
24782 ripley 33 
  \code{diff} is a generic function with a default method and ones for
30461 ripley 34 
  classes \code{"\link{ts}"}, \code{"\link{POSIXt}"} and
28166 ripley 35 
  \code{"\link{Date}"}.
36 
 
24782 ripley 37 
  \code{\link{NA}}'s propagate.
7782 hornik 38 
}
2 r 39 
\value{
61150 ripley 40 
  If \code{x} is a vector of length \code{n} and \code{differences = 1},
7782 hornik 41 
  then the computed result is equal to the successive differences
17123 maechler 42 
  \code{x[(1+lag):n] - x[1:(n-lag)]}.
43 
 
7782 hornik 44 
  If \code{difference} is larger than one this algorithm is applied
45 
  recursively to \code{x}.
46 
  Note that the returned value is a vector which is shorter than
47 
  \code{x}.
2 r 48 
 
7782 hornik 49 
  If \code{x} is a matrix then the difference operations are carried out
50 
  on each column separately.
2 r 51 
}
24300 ripley 52 
\references{
53 
  Becker, R. A., Chambers, J. M. and Wilks, A. R. (1988)
54 
  \emph{The New S Language}.
47262 ripley 55 
  Wadsworth & Brooks/Cole.
24300 ripley 56 
}
15304 hornik 57 
\seealso{
30461 ripley 58 
  \code{\link{diff.ts}}, \code{\link{diffinv}}.
15304 hornik 59 
}
2 r 60 
\examples{
61 
diff(1:10, 2)
62 
diff(1:10, 2, 2)
17123 maechler 63 
x <- cumsum(cumsum(1:10))
23013 ripley 64 
diff(x, lag = 2)
65 
diff(x, differences = 2)
24782 ripley 66 
 
67 
diff(.leap.seconds)
2 r 68 
}
286 maechler 69 
\keyword{arith}