new file mode 100644
--- /dev/null
+++ b/scripts/general/diff.m
@@ -0,0 +1,68 @@
+## Copyright (C) 1995, 1996  Kurt Hornik
+## 
+## This program is free software; you can redistribute it and/or modify
+## it under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2, or (at your option)
+## any later version.
+## 
+## This program 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
+## General Public License for more details. 
+## 
+## You should have received a copy of the GNU General Public License
+## along with this file.  If not, write to the Free Software Foundation,
+## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
+
+## usage:  diff (x [, k])
+##
+## If x is a vector of length n, diff (x) is the vector of first
+## differences x(2) - x(1), ..., x(n) - x(n-1).
+##
+## If x is a matrix, diff (x) is the matrix of column differences.
+## diff (x, k), where k is a nonnegative integer, returns the k-th
+## differences.
+
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Created: 2 February 1995
+## Adapted-By: jwe
+
+function x = diff (x, k)
+  
+  if (nargin == 1)
+    k = 1;
+  elseif (nargin == 2)
+    if (! (is_scalar (k) && k == round (k) && k >= 0))
+      error ("diff: k must be a nonnegative integer");
+    elseif (k == 0)
+      return;
+    endif
+  else
+    usage ("diff (x [, k]");
+  endif
+  
+  if (isstr (x))
+    error ("diff: symbolic differentiation not (yet) supported");
+  elseif (is_vector (x))
+    n = length (x);
+    if (n <= k)
+      x = [];
+    else
+      for i = 1 : k
+	x = x (2 : (n - i + 1)) - x (1 : (n - i));
+      endfor
+    endif
+  elseif (is_matrix (x))
+    n = rows (x);
+    if (n <= k)
+      x = [];
+    else
+      for i = 1 : k
+	x = x (2 : (n - i + 1), :) - x (1: (n - i), :);
+      endfor
+    endif
+  else
+    x = [];
+  endif
+
+endfunction