# Required functions: `var.diff`



y=c(8,5,9,8,6)

# long way
diff.y=diff(y); diff.y
n=5; N=20
diffy2=diff.y^2; diffy2
sum.diffy2=sum(diffy2)
vhat.diff=(1-n/N)*(1/(2*n*(n-1)))*sum.diffy2; vhat.diff
bound=2*sqrt(vhat.diff); bound

# with R fxn: var.diff(data,y,N)


var.diff('data',y,20)