piar: Price Index Aggregation in R (original) (raw)

Published August 14, 2024 | Version v0.8.1

Software Open

• 1. Statistics Canada

Description

Significant changes

• elemental_index(), price_relative(), shadow_price(), carry_forward(), and carry_backward() now have a formula interface to select the relevant, e.g., price variables from a data frame instead of using with(). This changes the signature of these functions, and may break old code if argument were not named.
  • as_aggregation_structure(list) and mean(index) now require the weightsargument to be named to be consistent with other functions.
• The aggregate_piar_index class has been removed. This class was not well thought out, and added unnecessary restrictions and complications to certain functions. In most cases this has little impact on existing code, but does mean that the few functions related to aggregate indexes have been removed.
• The deprecated cols argument for as_index(data.frame) has been removed.
• The default window size for mean(index) now covers the entire index. This makes it so that mean() doesn't assume an index is monthly, and makes it easier to use mean() with the new window() method for index object.

Improvements

• as_index() gains a new argument contrib to add contributions to pre-computed indexes.
• Added contrib2DF() to extract percent-change contributions as a data frame.
• elemental_index(), price_relative(), shadow_price(), carry_forward(), and carry_backward() now require the arguments for time periods, products, and elemental aggregates to be named so as to avoid accidentally changing the order of these arguments (gh #7).
• Added interact_classifications() to get the interaction of different dimensions for a hierarchical classification.
• unchain() gets an new argument base for better interaction withchain() and rebase().
• aggregate(index) gets a new argument include_ea to control whether elemental indexes are returned when aggregating.
• The summary() method for indexes has been changed to simply print a summary of the index, rather than try to summarized the index values.
• aggregate(index) now imputes percent-change contributions for missing index values when na.rm = TRUE. The previously undocumented behavior was to simply drop them.
• Added window(index) to extract a window of price indexes andwindow(index) <- value to replace them.
• The base period for rebase() can now be a time period specifying a new base period. This makes it easier to rebase with pipes; e.g.,index |> mean() |> rebase("202001").
• elemental_index() gets a new argument product to better control product names.

Files

marberts/piar-v0.8.1.zip

Files (156.8 kB)

Additional details