diffinv {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)

[Package stats version 2.2.1 Index]