Most price indexes are made with a two-step procedure, where period-over-period elemental indexes are first calculated for a collection of elemental aggregates at each point in time, and then aggregated according to a price index aggregation structure. These indexes can then be chained together to form a time series that gives the evolution of prices with respect to a fixed base period. This package contains a collection of functions that revolve around this work flow, making it easy to build standard price indexes, and implement the methods described by Balk (2008, <doi:10.1017/CBO9780511720758>), von der Lippe (2007, <doi:10.3726/978-3-653-01120-3>), and the CPI manual (2020, <doi:10.5089/9781484354841.069>) for bilateral price indexes.
Version: 0.8.2 Depends: R (≥ 4.1) Imports: stats, utils, gpindex (≥ 0.6.2), Matrix (≥ 1.5-0) Suggests: data.tree, knitr, rmarkdown, sps, testthat (≥ 3.0.0), treemap Published: 2025-03-19 DOI: 10.32614/CRAN.package.piar Author: Steve Martin [aut, cre, cph] Maintainer: Steve Martin <marberts at protonmail.com> BugReports: https://github.com/marberts/piar/issues License: MIT + file LICENSE URL: https://marberts.github.io/piar/, https://github.com/marberts/piar NeedsCompilation: no Citation: piar citation info Materials: README NEWS In views: OfficialStatistics CRAN checks: piar results Documentation: Reference manual: piar.pdf Vignettes: Adjusting annual weights (source, R code)Please use the canonical form https://CRAN.R-project.org/package=piar to link to this page.
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