| % File src/library/stats/man/diffinv.Rd |
| % Part of the R package, https://www.R-project.org |
| % Copyright 1995-2007 R Core Team |
| % Distributed under GPL 2 or later |
| |
| \name{diffinv} |
| \alias{diffinv} |
| \alias{diffinv.default} |
| \alias{diffinv.ts} |
| \title{Discrete Integration: Inverse of Differencing} |
| \description{ |
| Computes the inverse function of the lagged differences function |
| \code{\link{diff}}. |
| } |
| \usage{ |
| diffinv(x, ...) |
| |
| \method{diffinv}{default}(x, lag = 1, differences = 1, xi, \dots) |
| \method{diffinv}{ts}(x, lag = 1, differences = 1, xi, \dots) |
| } |
| \arguments{ |
| \item{x}{a numeric vector, matrix, or time series.} |
| \item{lag}{a scalar lag parameter.} |
| \item{differences}{an integer representing the order of the |
| difference.} |
| \item{xi}{a numeric vector, matrix, or time series containing the |
| initial values for the integrals. If missing, zeros are used.} |
| \item{\dots}{arguments passed to or from other methods.} |
| } |
| \details{ |
| \code{diffinv} is a generic function with methods for class \code{"ts"} |
| and \code{default} for vectors and matrices. |
| |
| Missing values are not handled. |
| } |
| \value{ |
| A numeric vector, matrix, or time series (the latter for the |
| \code{"ts"} method) representing the discrete integral of \code{x}. |
| } |
| \author{A. Trapletti} |
| \seealso{ |
| \code{\link{diff}} |
| } |
| \examples{ |
| s <- 1:10 |
| d <- diff(s) |
| diffinv(d, xi = 1) |
| } |
| \keyword{ts} |