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# This library is free software; you can redistribute it and/or
# modify it under the terms of the GNU Library General Public
# License as published by the Free Software Foundation; either
# version 2 of the License, or (at your option) any later version.
#
# This library is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU Library General Public License for more details.
#
# You should have received a copy of the GNU Library General
# Public License along with this library; if not, write to the
# Free Foundation, Inc., 59 Temple Place, Suite 330, Boston,
# MA 02111-1307 USA
# Copyrights (C)
# for this R-port:
# 1999 - Diethelm Wuertz, GPL
# 2007 - Rmetrics Foundation, GPL
# Diethelm Wuertz <wuertz@phys.ethz.ch>
# www.rmetrics.org
# for the code accessed (or partly included) from other R-ports:
# see R's copyright and license files
# for the code accessed (or partly included) from contributed R-ports
# and other sources
# see Rmetrics's copyright file
################################################################################
# MEHODS: DESCRIPTION:
# diff.timeDate Returns suitably lagged and iterated differences
################################################################################
diff.timeDate <-
function (x, lag = 1, differences = 1, ...)
{
# A function implemented by Diethelm Wuertz
# Description:
# Returns suitably lagged and iterated differences
# Arguments:
# x - a 'timeDate' object.
# lag - an integer indicating which lag to use, by
# default 1.
# differences - an integer indicating the order of the
# difference, by default 1.
# ... - further arguments to be passed to or from methods.
# Value:
# 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'.
# FUNCTION:
# Set Timezone to GMT:
myTZ = Sys.getenv("TZ")
Sys.setenv(TZ = "GMT")
# Convert to GMT:
GMT = timeDate(x, zone = x@FinCenter, FinCenter = "GMT")
ans = diff.POSIXt(as.POSIXct(GMT@Data),
lag = lag, differences = differences, ...)
# Reset Timezone:
Sys.setenv(TZ = myTZ)
# Return Value:
ans
}
################################################################################
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