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

diff
s <- 1:10