diff.r

library(Rcpp)
cppFunction('
  NumericVector my_diff(NumericVector x, const int lag) {
    NumericVector y(x.length() - lag);
    int n = x.length();
    for (int i = lag; i < n; i++) {
      y[i - lag] = x[i] - x[i - lag];
    }
    return(y);
  }'
)
x <- as.numeric(sample(10, 1e4, rep = T))

library(microbenchmark)
microbenchmark(
  diff(x, 1), 
  my_diff(x, 1))
# About ten times faster