R: Discrete Integration: Inverse of Differencing

diffinv {stats}

R Documentation

Discrete Integration: Inverse of Differencing

Computes the inverse function of the lagged differences function diff.

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

`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.
`...`	arguments passed to or from other methods.

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

Missing values are not handled.

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

A. Trapletti

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