piar: Price Index Aggregation

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 collections of functions that revolve around this work flow, making it easy to build standard price indexes, and implement the methods described by Balk (2008, ISBN:978-1-107-40496-0), von der Lippe (2001, ISBN:3-8246-0638-0), and the CPI manual (2020, ISBN:978-1-51354-298-0) for bilateral price indexes.

Version: 0.4.0
Depends: R (≥ 3.5)
Imports: stats, utils, gpindex (≥ 0.4.2)
Suggests: rmarkdown, knitr, sps
Published: 2022-04-30
Author: Steve Martin ORCID iD [aut, cre, cph]
Maintainer: Steve Martin <stevemartin041 at gmail.com>
License: MIT + file LICENSE
URL: https://github.com/marberts/piar
NeedsCompilation: no
Materials: README NEWS
CRAN checks: piar results


Reference manual: piar.pdf
Vignettes: making_price_indexes


Package source: piar_0.4.0.tar.gz
Windows binaries: r-devel: piar_0.4.0.zip, r-release: piar_0.4.0.zip, r-oldrel: piar_0.4.0.zip
macOS binaries: r-release (arm64): piar_0.4.0.tgz, r-oldrel (arm64): piar_0.4.0.tgz, r-release (x86_64): piar_0.4.0.tgz, r-oldrel (x86_64): piar_0.4.0.tgz
Old sources: piar archive


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