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Returns the ith difference of a time series of rth lag.

Usage

diff_cpp(x, lag, differences)

Arguments

x

A vec that is the time series

lag

A unsigned int that indicates the lag

differences

A dif that indicates how many differences should be taken

Value

A vector containing the differenced time series.

Author

JJB

Examples

x = rnorm(10000, 0, 1)
diff_cpp(x,1,1)
#>                   [,1]
#>     [1,]  1.031065e+00
#>     [2,]  2.562984e+00
#>     [3,] -4.100702e+00
#>     [4,]  3.142377e-01
#>     [5,]  1.849779e+00
#>     [6,] -1.346145e+00
#>     [7,] -3.053130e+00
#>     [8,]  4.491013e+00
#>     [9,] -1.814978e+00
#>    [10,] -1.436585e+00
#>    [11,]  2.928436e+00
#>    [12,] -2.455411e+00
#>    [13,]  1.525742e+00
#>    [14,]  4.442124e-01
#>    [15,] -1.521059e+00
#>    [16,] -1.033805e+00
#>    [17,]  1.525821e+00
#>    [18,]  1.513757e+00
#>    [19,] -9.226060e-01
#>    [20,]  1.058891e-01
#>    [21,] -3.387054e-01
#>    [22,]  3.571523e-01
#>    [23,]  9.733402e-01
#>    [24,] -9.109634e-01
#>    [25,]  1.141042e-01
#>    [26,]  9.144378e-01
#>    [27,] -2.007282e+00
#>    [28,]  3.421372e-01
#>    [29,] -1.478473e-01
#>    [30,]  4.510165e-02
#>    [31,]  1.725208e-01
#>    [32,]  3.481727e-01
#>    [33,] -6.398669e-01
#>    [34,]  6.084422e-01
#>    [35,] -1.086836e+00
#>    [36,]  9.051888e-01
#>    [37,] -1.843517e+00
#>    [38,]  2.840935e+00
#>    [39,] -3.199934e+00
#>    [40,]  3.656829e+00
#>    [41,]  4.703500e-01
#>    [42,] -3.996208e+00
#>    [43,]  1.875561e+00
#>    [44,] -5.315191e-01
#>    [45,]  2.177628e+00
#>    [46,] -1.740353e+00
#>    [47,]  4.566971e-01
#>    [48,] -8.811992e-01
#>    [49,]  9.180712e-01
#>    [50,] -1.694230e-02
#>    [51,] -5.540322e-01
#>    [52,]  4.006271e-01
#>    [53,] -2.271387e+00
#>    [54,]  1.889505e+00
#>    [55,]  1.058826e-01
#>    [56,]  1.980569e+00
#>    [57,] -2.225352e+00
#>    [58,]  5.356253e-02
#>    [59,]  1.556818e+00
#>    [60,] -2.891947e+00
#>    [61,]  2.274805e+00
#>    [62,] -8.533095e-01
#>    [63,]  3.416850e-01
#>    [64,]  8.466623e-01
#>    [65,] -1.803652e+00
#>    [66,]  1.008806e+00
#>    [67,]  1.614733e+00
#>    [68,] -3.738409e-01
#>    [69,] -2.083777e+00
#>    [70,]  2.904234e+00
#>    [71,] -2.640027e+00
#>    [72,]  1.545167e-01
#>    [73,] -9.928022e-01
#>    [74,]  1.728629e+00
#>    [75,] -3.709791e+00
#>    [76,]  3.473027e+00
#>    [77,] -1.210547e-02
#>    [78,]  6.944567e-01
#>    [79,] -8.777260e-01
#>    [80,]  3.313507e-01
#>    [81,]  1.304347e+00
#>    [82,] -1.362447e+00
#>    [83,] -1.360619e-01
#>    [84,]  1.709624e-02
#>    [85,]  1.570862e-01
#>    [86,] -7.894574e-01
#>    [87,]  8.462800e-01
#>    [88,]  9.770960e-02
#>    [89,]  3.863557e-02
#>    [90,]  7.390812e-01
#>    [91,] -4.596293e-01
#>    [92,] -6.002103e-01
#>    [93,]  3.482385e-01
#>    [94,]  4.165459e-01
#>    [95,] -6.022192e-01
#>    [96,] -3.088757e-01
#>    [97,] -2.382643e-01
#>    [98,]  5.619920e-01
#>    [99,] -1.759837e-01
#>   [100,]  1.519366e+00
#>   [101,] -2.027791e+00
#>   [102,]  1.552735e+00
#>   [103,] -2.248309e-01
#>   [104,] -8.498184e-01
#>   [105,]  2.320340e+00
#>   [106,] -1.935231e+00
#>   [107,] -9.310251e-02
#>   [108,]  1.063401e+00
#>   [109,] -1.271781e+00
#>   [110,]  7.045635e-01
#>   [111,] -2.402485e-01
#>   [112,] -9.659187e-01
#>   [113,]  2.636548e+00
#>   [114,] -1.884183e+00
#>   [115,]  5.066604e-01
#>   [116,]  5.388770e-01
#>   [117,] -1.130617e+00
#>   [118,]  7.369282e-01
#>   [119,] -9.896625e-01
#>   [120,] -3.882648e-01
#>   [121,] -1.267722e-01
#>   [122,] -2.535857e-01
#>   [123,]  2.371061e+00
#>   [124,] -1.975999e+00
#>   [125,]  9.518172e-01
#>   [126,]  1.078994e+00
#>   [127,] -2.643285e+00
#>   [128,]  1.009508e+00
#>   [129,]  1.305045e+00
#>   [130,] -1.032909e+00
#>   [131,]  3.943801e-01
#>   [132,] -9.694067e-01
#>   [133,]  2.916025e-01
#>   [134,]  9.498206e-01
#>   [135,] -1.910509e+00
#>   [136,]  1.612062e+00
#>   [137,] -1.353971e+00
#>   [138,] -5.758893e-01
#>   [139,]  3.921111e-01
#>   [140,]  7.099892e-01
#>   [141,] -9.538404e-01
#>   [142,]  1.368009e+00
#>   [143,] -1.472813e+00
#>   [144,]  1.119632e+00
#>   [145,]  1.118069e+00
#>   [146,] -8.294551e-01
#>   [147,]  9.569726e-01
#>   [148,] -8.177871e-01
#>   [149,] -1.615017e+00
#>   [150,]  3.428441e+00
#>   [151,] -1.222294e+00
#>   [152,] -2.637307e-01
#>   [153,] -9.840085e-01
#>   [154,] -4.024210e-02
#>   [155,]  3.538370e-01
#>   [156,] -2.400023e+00
#>   [157,]  9.912361e-01
#>   [158,] -2.295826e-02
#>   [159,]  8.774616e-01
#>   [160,]  1.611012e-01
#>   [161,]  7.451851e-01
#>   [162,] -1.443906e-01
#>   [163,]  1.811970e-02
#>   [164,]  1.855068e-02
#>   [165,]  1.397297e-01
#>   [166,]  7.914526e-01
#>   [167,] -1.348556e+00
#>   [168,]  6.237216e-02
#>   [169,]  6.523197e-01
#>   [170,] -3.446094e-01
#>   [171,] -3.352828e-01
#>   [172,]  4.790371e-02
#>   [173,] -1.578400e-02
#>   [174,]  9.626168e-01
#>   [175,] -6.331099e-01
#>   [176,] -3.572483e-01
#>   [177,]  7.541134e-01
#>   [178,] -4.599052e-01
#>   [179,] -1.698600e+00
#>   [180,]  7.301116e-01
#>   [181,]  1.721751e+00
#>   [182,] -1.181070e+00
#>   [183,]  3.434640e-01
#>   [184,] -5.388204e-01
#>   [185,] -5.491007e-01
#>   [186,]  7.361098e-01
#>   [187,]  8.166206e-01
#>   [188,] -1.010118e+00
#>   [189,]  1.130502e+00
#>   [190,]  6.267414e-01
#>   [191,] -1.993995e+00
#>   [192,]  4.324282e-01
#>   [193,]  1.224685e+00
#>   [194,] -1.226367e+00
#>   [195,]  6.085646e-01
#>   [196,] -3.958111e-01
#>   [197,]  1.580235e+00
#>   [198,] -2.422248e+00
#>   [199,]  1.926501e+00
#>   [200,] -1.500176e+00
#>   [201,] -4.384663e-03
#>   [202,]  1.345785e+00
#>   [203,] -9.059810e-01
#>   [204,]  1.440845e+00
#>   [205,] -2.571446e+00
#>   [206,]  1.706212e+00
#>   [207,]  3.749864e-01
#>   [208,] -1.014686e+00
#>   [209,] -1.483670e+00
#>   [210,]  2.463530e+00
#>   [211,] -1.522535e+00
#>   [212,]  3.185918e-01
#>   [213,]  1.169074e+00
#>   [214,] -3.433465e-01
#>   [215,]  3.011213e-01
#>   [216,] -2.420063e-01
#>   [217,] -1.572821e-02
#>   [218,] -2.219540e-01
#>   [219,] -5.699069e-01
#>   [220,] -5.065493e-01
#>   [221,]  1.547318e+00
#>   [222,] -1.236320e+00
#>   [223,] -2.110324e-01
#>   [224,]  1.006140e+00
#>   [225,]  9.608587e-01
#>   [226,] -1.152418e-01
#>   [227,] -5.404188e-01
#>   [228,] -1.284051e+00
#>   [229,] -1.074626e+00
#>   [230,]  8.863764e-01
#>   [231,]  5.273797e-01
#>   [232,]  1.489866e+00
#>   [233,] -2.403848e+00
#>   [234,]  1.968528e-01
#>   [235,]  1.098820e+00
#>   [236,]  5.566440e-02
#>   [237,]  1.035512e+00
#>   [238,] -1.219535e-01
#>   [239,] -1.074867e+00
#>   [240,]  3.828404e-01
#>   [241,]  3.562374e-01
#>   [242,]  5.165027e-01
#>   [243,] -3.850793e-01
#>   [244,] -3.910007e-01
#>   [245,] -1.003989e+00
#>   [246,]  1.342700e+00
#>   [247,] -3.730089e-01
#>   [248,]  9.340163e-01
#>   [249,] -1.450364e+00
#>   [250,]  5.583548e-01
#>   [251,]  1.057472e+00
#>   [252,] -1.563522e+00
#>   [253,] -7.812249e-01
#>   [254,]  1.668661e+00
#>   [255,] -2.517379e+00
#>   [256,]  7.491963e-01
#>   [257,]  3.027924e+00
#>   [258,] -1.116658e+00
#>   [259,] -2.250494e+00
#>   [260,]  1.154812e-01
#>   [261,]  1.323345e-01
#>   [262,]  7.288623e-01
#>   [263,]  8.146398e-01
#>   [264,] -2.241373e+00
#>   [265,]  1.248520e+00
#>   [266,]  2.406452e+00
#>   [267,] -2.421313e+00
#>   [268,]  1.501638e+00
#>   [269,] -1.433924e+00
#>   [270,] -8.943748e-01
#>   [271,]  1.432025e+00
#>   [272,] -5.323401e-01
#>   [273,]  7.987783e-01
#>   [274,]  1.318745e-01
#>   [275,] -1.350089e+00
#>   [276,]  1.337732e+00
#>   [277,]  2.170287e-01
#>   [278,] -1.469773e+00
#>   [279,] -1.825739e+00
#>   [280,]  3.204283e+00
#>   [281,]  1.465756e-01
#>   [282,]  3.863397e-01
#>   [283,] -2.124541e+00
#>   [284,] -4.339943e-01
#>   [285,]  7.779087e-01
#>   [286,]  9.387886e-01
#>   [287,] -5.928428e-01
#>   [288,]  1.961890e+00
#>   [289,] -2.982367e+00
#>   [290,]  1.149639e-01
#>   [291,]  1.689285e+00
#>   [292,]  5.018327e-01
#>   [293,]  8.185869e-01
#>   [294,] -2.521956e+00
#>   [295,] -1.397799e+00
#>   [296,]  2.528833e+00
#>   [297,]  2.113548e-01
#>   [298,] -7.096408e-01
#>   [299,] -1.328351e+00
#>   [300,]  2.690430e+00
#>   [301,]  3.459104e-01
#>   [302,] -1.974675e+00
#>   [303,]  7.600440e-01
#>   [304,] -1.074543e+00
#>   [305,]  1.771398e+00
#>   [306,] -1.427946e+00
#>   [307,]  8.460762e-01
#>   [308,] -1.564238e+00
#>   [309,]  8.204880e-01
#>   [310,] -5.350011e-02
#>   [311,]  1.457816e+00
#>   [312,] -1.058730e+00
#>   [313,]  1.967853e+00
#>   [314,] -1.892098e+00
#>   [315,] -1.056476e+00
#>   [316,]  1.290358e+00
#>   [317,] -4.641217e-01
#>   [318,]  8.061653e-01
#>   [319,] -9.563673e-01
#>   [320,]  7.529601e-01
#>   [321,] -1.649516e+00
#>   [322,] -8.963512e-01
#>   [323,]  1.523464e+00
#>   [324,]  3.447280e-01
#>   [325,]  1.579804e-01
#>   [326,] -1.000439e+00
#>   [327,]  9.511045e-01
#>   [328,] -8.225210e-01
#>   [329,]  2.208513e+00
#>   [330,] -2.611886e+00
#>   [331,]  2.530737e+00
#>   [332,] -1.288871e+00
#>   [333,]  1.834865e-01
#>   [334,] -2.086196e-02
#>   [335,]  1.181821e+00
#>   [336,] -1.390423e-01
#>   [337,] -9.129206e-02
#>   [338,] -1.562789e+00
#>   [339,] -8.564195e-01
#>   [340,] -2.880476e-02
#>   [341,]  1.246120e+00
#>   [342,]  7.536275e-01
#>   [343,]  2.748503e-01
#>   [344,] -2.068126e+00
#>   [345,]  2.190434e-01
#>   [346,] -7.418588e-02
#>   [347,]  8.060765e-01
#>   [348,] -5.414262e-01
#>   [349,]  3.446005e-01
#>   [350,]  7.442002e-01
#>   [351,]  2.120877e-01
#>   [352,] -2.066823e+00
#>   [353,]  4.409600e-01
#>   [354,]  1.480883e+00
#>   [355,] -4.238796e-01
#>   [356,]  1.125064e+00
#>   [357,] -2.412305e+00
#>   [358,]  2.410267e+00
#>   [359,] -1.311972e+00
#>   [360,] -3.891554e-01
#>   [361,]  3.633265e-01
#>   [362,]  6.966927e-01
#>   [363,]  3.266676e-01
#>   [364,]  1.014473e-01
#>   [365,] -6.221529e-01
#>   [366,]  4.549476e-01
#>   [367,] -3.404690e-01
#>   [368,]  1.419719e-01
#>   [369,] -1.168094e+00
#>   [370,]  2.555356e-01
#>   [371,]  2.473101e+00
#>   [372,] -1.093682e+00
#>   [373,]  1.929766e-01
#>   [374,] -1.359243e+00
#>   [375,]  4.770205e-01
#>   [376,]  1.880050e-01
#>   [377,] -1.455213e+00
#>   [378,]  3.422889e+00
#>   [379,] -2.882520e+00
#>   [380,]  4.362903e-01
#>   [381,]  1.453252e-01
#>   [382,]  6.199620e-01
#>   [383,] -1.560802e+00
#>   [384,]  1.981678e+00
#>   [385,] -1.466994e+00
#>   [386,]  1.163263e-01
#>   [387,]  1.417234e+00
#>   [388,] -1.721259e+00
#>   [389,]  2.116277e-02
#>   [390,]  1.035441e+00
#>   [391,]  5.866399e-01
#>   [392,] -7.240303e-01
#>   [393,] -1.088912e-02
#>   [394,] -1.531235e+00
#>   [395,]  1.712155e+00
#>   [396,]  3.378592e-01
#>   [397,] -1.431202e+00
#>   [398,]  1.300080e+00
#>   [399,] -9.091689e-01
#>   [400,] -9.805635e-02
#>   [401,] -1.714426e-01
#>   [402,]  2.855437e+00
#>   [403,] -6.621779e-01
#>   [404,] -1.715705e-01
#>   [405,] -2.752554e+00
#>   [406,]  1.899633e+00
#>   [407,]  1.033571e+00
#>   [408,] -2.076672e+00
#>   [409,]  3.078634e-01
#>   [410,]  6.234107e-01
#>   [411,]  1.980886e-01
#>   [412,] -1.650774e+00
#>   [413,] -7.423502e-01
#>   [414,]  5.971536e-01
#>   [415,]  7.715559e-01
#>   [416,]  1.145556e+00
#>   [417,] -1.843872e+00
#>   [418,]  2.864014e+00
#>   [419,] -1.154611e+00
#>   [420,]  6.814132e-02
#>   [421,] -2.255633e+00
#>   [422,]  3.829461e-01
#>   [423,]  2.069824e-02
#>   [424,] -1.270151e-02
#>   [425,] -3.830886e-01
#>   [426,]  1.349429e+00
#>   [427,]  1.060233e+00
#>   [428,] -9.157192e-01
#>   [429,] -1.844939e+00
#>   [430,]  3.816940e-01
#>   [431,]  7.140729e-01
#>   [432,]  2.744895e+00
#>   [433,] -3.544609e+00
#>   [434,] -1.808420e+00
#>   [435,]  2.754049e+00
#>   [436,]  4.298649e-01
#>   [437,] -1.272807e+00
#>   [438,]  1.521874e+00
#>   [439,]  1.970324e-01
#>   [440,] -1.306926e-01
#>   [441,] -2.204073e+00
#>   [442,]  1.057672e+00
#>   [443,]  5.050652e-01
#>   [444,]  1.773794e+00
#>   [445,] -3.711015e+00
#>   [446,]  2.318892e+00
#>   [447,] -1.203168e+00
#>   [448,]  1.893269e+00
#>   [449,] -9.036088e-01
#>   [450,] -8.159109e-01
#>   [451,]  4.598265e-01
#>   [452,] -7.815504e-01
#>   [453,]  1.311474e+00
#>   [454,] -2.475850e-01
#>   [455,] -4.266619e-01
#>   [456,]  5.585752e-01
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#>  [9774,]  1.054040e-01
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#>  [9778,] -1.337416e+00
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#>  [9780,]  3.318071e+00
#>  [9781,] -2.683587e+00
#>  [9782,]  1.815560e+00
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#>  [9793,]  3.252838e-01
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#>  [9804,]  2.227901e+00
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#>  [9807,]  2.334383e+00
#>  [9808,] -6.712380e-01
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#>  [9810,] -1.779595e-01
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#>  [9813,]  1.036784e+00
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#>  [9826,]  2.089352e-01
#>  [9827,]  7.446873e-01
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#>  [9831,]  5.874888e-01
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#>  [9833,] -1.639189e-01
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#>  [9835,] -7.476905e-01
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#>  [9837,]  1.375235e-01
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#>  [9841,] -2.408084e+00
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#>  [9981,] -1.576804e+00
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#>  [9983,]  5.949760e-01
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#>  [9985,]  3.224212e+00
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#>  [9988,] -1.821466e+00
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#>  [9990,]  1.910574e+00
#>  [9991,] -5.952554e-03
#>  [9992,] -2.226163e+00
#>  [9993,]  2.118053e+00
#>  [9994,] -5.400942e-02
#>  [9995,] -1.538629e-01
#>  [9996,] -1.512384e+00
#>  [9997,]  1.969612e+00
#>  [9998,] -9.861414e-01
#>  [9999,]  3.122132e-02