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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 NaN
s 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.
Health stats visible at Monitor.