The hardware and bandwidth for this mirror is donated by METANET, the Webhosting and Full Service-Cloud Provider.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]metanet.ch.
splice_index() now keeps names.
Fixed a bug with transmute_weights() where the
weights could be negative.
Price-index functions have better argument checking.
Updated maintainer email.
Added a parameter to generalize geks() by
controlling how indexes are averaged over the rolling window.
Fixed a bug where transmute_weights() and
factor_weights() could return a result with a different
length than w.
Added a new function splice_index() for splicing
indexes calculated over a rolling window (this was previously sketched
in an example).
transmute_weights() is now faster.
Bumped minimum version of R to at least 4.0.
The use of ... in grouped() and
balanced() is deprecated, and will be removed in a future
version. The same behavior can be had by using an anonymous
function.
Added the walsh_geks() function.
back_period() and base_period() gain a
new argument match_first to control whether products in the
first period match to themselves or return NA.
Updated documentation.
Added a brief vignette.
back_price() and base_price() have been
removed.
Functions for transforming weights only keep the attributes of the weights (if any), as documented.
grouped() no longer mangles names.
back_price() and base_price() are
deprecated in favor of the more general back_period() and
base_period() functions. They will be removed in a future
version.
The algorithm for making GEKS indexes is now much faster with a rolling window.
The functions and overall structure of the package should be fairly stable from now on.
Added nested_transmute() and
nested_transmute2() for transmuting the weights for nested
generalized means. To be consistent with argument names, the first two
arguments for nested_mean() and
nested_contributions*() are now r1 and
r2.
Added the geometric Theil and Rao indexes.
Added back_period() and base_period(),
which are more general than back_price() and
base_price().
Added lehr_index().
Fixed a rare warning about sqrt() making NaNs in
generalized_logmean(-1) when some inputs were close but not
equal, despite no NaNs showing in the result.
The lm_index() and *_agmean_index()
functions are now function factories.
Added the balanced() operator to make it easier to
remove NAs with price index functions.
Added the geks() function for using price-index
function (e.g., fisher_index()) to makes a GEKS
index.
Added French translations.
Made a number of optimizations to make the results of
generalized_mean(), extended_mean(),
lehmer_mean(), transmute_weights(), and
factor_weights() faster in common cases.
Added the grouped() operator to make all functions
work with grouped data.
Most function names have changed to be less awkward; e.g.,
mean_generalized() is now generalized_mean(),
and contributions_geometric() is now
geometric_contributions(). This is unfortunately not
backwards compatible, but needed to be done.
Added the nested_mean() function to calculate nested
generalized means for, e.g., the Fisher index.
The interface for nested_contributions() is now much
simpler, and the function is focused on making contributions for Fisher
indexes. Added the nested_contributions2() function that
implements a different algorithm.
Added the arithmetic_agmean_index() and
geometric_agmean_index() functions to calculate the AG mean
index.
Added some functions for standard outlier-detection methods for price relatives.
Dropped the scale argument for
generalized_mean(), as it really wasn’t needed and had the
potential to make more problems than it solved.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.