diff                package:fCalendar                R Documentation

_L_a_g_g_e_d '_t_i_m_e_D_a_t_e' _D_i_f_f_e_r_e_n_c_e_s

_D_e_s_c_r_i_p_t_i_o_n:

     Returns suitably lagged and iterated differences.

_U_s_a_g_e:

     ## S3 method for class 'timeDate':
     diff(x, lag = 1, differences = 1, ...)  

_A_r_g_u_m_e_n_t_s:

       x: an object of class 'timeDate'. 

     lag: an integer indicating which lag to use.   

differences: an integer indicating the order of the difference. 

     ...: arguments passed to other methods. 

_V_a_l_u_e:

     For the function, 'diff.timeDate', 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'.

_E_x_a_m_p_l_e_s:

     ## Create Character Vectors:
        dts = c("1989-09-28", "2001-01-15", "2004-08-30", "1990-02-09")
        dts
        tms = c(  "23:12:55",   "10:34:02",   "08:30:00",   "11:18:23")
        tms
        
     ## timeDate - 
        GMT = timeDate(dts, zone = "GMT", FinCenter = "GMT") + 24*3600
        GMT
        ZUR = timeDate(dts, zone = "GMT", FinCenter = "Europe/Zurich")
        ZUR

     ## diff - 
        # Suitably Lagged and Iterated Differences:
        diff(GMT)
        diff(GMT, lag = 2)
        diff(GMT, lag = 1, diff = 2)

