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 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:	0.8.1
Depends:	R (≥ 4.0)
Imports:	stats, utils, gpindex (≥ 0.6.1), Matrix (≥ 1.5-0)
Suggests:	rmarkdown, knitr, sps, testthat (≥ 3.0.0)
Published:	2024-09-12
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:	Making price indexes (source, R code)

Downloads:

Package source:	piar_0.8.1.tar.gz
Windows binaries:	r-devel: piar_0.8.1.zip, r-release: piar_0.8.1.zip, r-oldrel: piar_0.8.1.zip
macOS binaries:	r-release (arm64): piar_0.8.1.tgz, r-oldrel (arm64): piar_0.8.1.tgz, r-release (x86_64): piar_0.8.1.tgz, r-oldrel (x86_64): piar_0.8.1.tgz
Old sources:	piar archive

Reverse dependencies:

Reverse suggests:

rsmatrix

Linking:

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