| diff {base} | R Documentation |
Lagged Differences
Description
Returns suitably lagged and iterated differences of “neighbours”
in a often time-series alike sequences, in the simplest case,
x[2:n] - x[1:(n-1)].
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, resulting in a matrix with the same number of
columns (and nrow(x) - lag rows (when differences == 1).
References
Becker R. A., Chambers J. M., Wilks A. R. (1988). The New S Language. Chapman and Hall/CRC, London. ISBN 053409192X.
See Also
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)
## allows to pass units via ... to difftime()
diff(.leap.seconds, units = "weeks")
diff(as.Date(.leap.seconds), units = "weeks")