Question

I do not understand what the function diff() in R does. See this example:

 temp = c(10,1,1,1,1,1,1,2,1,1,1,1,1,1,1,3,10)
 diff(temp)

The above code produces the following output:

 [1] -9  0  0  0  0  0  1 -1  0  0  0  0  0  0  2  7

What is the definition of this function?

Answer 1

The function calculates the differences between all consecutive values of a vector. For your example vector, the differences are:

 1 - 10 = -9
 1 -  1 =  0
 1 -  1 =  0
.
.
.
 3 -  1 =  2
10 -  3 =  7

---

The argument differences allows you to specify the order of the differences.

E.g., the command

diff(temp, differences = 2) 
[1]  9  0  0  0  0  1 -2  1  0  0  0  0  0  2  5

produces the same result as

diff(diff(temp))
[1]  9  0  0  0  0  1 -2  1  0  0  0  0  0  2  5

Hence, it returns the differences of differences.

---

The argument lag allows you to specify the lag.

For example, if lag = 2, the differences between the third and the first value, between the fourth and the second value, between the fifth and the third value etc. are calculated.

diff(temp, lag = 2)
[1] -9  0  0  0  0  1  0 -1  0  0  0  0  0  2  9