tfI {tframePlus}

Integrate Multivariate Time Series

Description

Integrate multivariate time series using cumsum

Usage

    tfI (x, I=rep(TRUE, NCOL(x)), t0=rep(0, NCOL(x)))

Arguments

x

a multivariate time series object.

I

a logical of length equal the number of series in x indicating which series to integrate, default all.

t0

a vector of length equal the number of series in x indicating initial (time zero) valuess, defaults to zero.

Details

This function first prepends t0 to x and then applies cumsum to each series indicated by I. The first value is then dropped from the result.

Value

a multivariate time series object of the same dimension as x.

See Also

tfL tfwindow aggregate cumsum as.quarterly