fractdiff {iemisc} | R Documentation |
Fractional Differences (GNU Octave/MATLAB compatible)
Description
"Compute the fractional differences (1 - L)^d * x where L denotes the lag- operator and d is greater than -1." Source: Eaton page 853.
Usage
fractdiff(x, d)
Arguments
x |
A numeric vector |
d |
A numeric scalar |
Value
Return the fractional differences.
Note
Note: Please refer to the iemisc: Examples from GNU Octave Rem, Mod, and fractdiff Compatible Functions vignette for an example
Author(s)
Irucka Embry
Irucka Embry, GNU Octave Developers (GNU Octave code)
Source
r - How to not run an example using roxygen2? - Stack Overflow answered and edited by samkart on Jul 9 2017. (Also see the additional comments in response to the answer.) See https://stackoverflow.com/questions/12038160/how-to-not-run-an-example-using-roxygen2.
devtools - Issues in R package after CRAN asked to replace dontrun by donttest - Stack Overflow answered by Hong Ooi on Sep 1 2020. (Also see the additional comments in response to the answer.) See https://stackoverflow.com/questions/63693563/issues-in-r-package-after-cran-asked-to-replace-dontrun-by-donttest.
References
John W. Eaton, David Bateman, Søren Hauberg, and Rik Wehbring (November 2022). GNU Octave: A high-level interactive language for numerical computations: Edition 7 for Octave version 7.3.0. https://docs.octave.org/octave.pdf. Page 853.