

   diffinv {ts}                                 R Documentation

   DDiissccrreettee IInntteeggrraallss:: IInnvveerrssee ooff DDiiffffeerreenncciinngg

   DDeessccrriippttiioonn::

        Computes the inverse function of the lagged differences
        function `diff'.

   UUssaaggee::

        diffinv(x, lag = 1, differences = 1,
                xi = rep(0.0, lag*differences*NCOL(x)))

   AArrgguummeennttss::

          x: a numeric vector, matrix, or time series.

        lag: a scalar lag parameter.

   differences: an integer representing the order of the dif-
             ference.

         xi: a numeric vector, matrix, or time series contain-
             ing the initial values for the integrals.

   DDeettaaiillss::

        `diffinv' is a generic function with methods for class
        `"ts"' and `default' for vectors and matrices.

        Missing values are not handled.

   VVaalluuee::

        A numeric vector, matrix, or time series representing
        the discrete integral of `x'.

   AAuutthhoorr((ss))::

        A. Trapletti

   SSeeee AAllssoo::

        `diff'

   EExxaammpplleess::

        s <- 1:10
        d <- diff(s)
        diffinv(d,xi=1)

