NEWS.md

Version 0.8.2

Improvements

• Added set_levels(), set_time(), and set_weights() to make it easier to replace levels, times, and weights with pipes.

• contrib(index) <- value can now be used to replace product contributions. The alias set_contrib() is easier to use with pipes.

• elementary_index() is now an alias for elemental_index() as this is more common in the literature.

• aggregate() can now use two aggregation structures to make a superlative index.

• cut(aggregation_structure) can be used cut off the bottom/top of an aggregation structure.

• The vignette has been re-written, split into small examples that cover more topics, and should be easier to follow.

Bug fixes

• as.data.frame() methods now respect the signature of the generic. This allows row names to be set and prevents superfluous warnings when trying to use data.frame(); e.g., with write.csv() (#34).

Version 0.8.1

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 weights argument 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 (#7, @schneiderpy).

• Added interact_classifications() to get the interaction of different dimensions for a hierarchical classification.

• unchain() gets an new argument base for better interaction with chain() 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 and window(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.

Version 0.7.0

Significant changes

• Some arguments for elemental_index(), as_index(), aggregate(index), mean(index), vcov(index), update(aggregation_structure), and weights(aggregation_structure) now need to be named (e.g., na.rm, contrib). This helps to unify the signatures for several functions that had similar arguments in different positions. In all cases these are arguments that are not near the beginning of the function and should have probably been named anyways.

• There are several bug fixes in this version that make non-backwards compatible changes.

Improvements

• Added examples for finding imputed index values to the vignette.

• contrib() gets a new argument period to control which time periods get included in the contributions matrix (as documented).

• contrib() gets a new argument pad to control how the contributions matrix is padded when products differ over time.

• Added is.na() and anyNA() methods to find missing values in an index object.

• index[i] <- value now works when i is a matrix.

• mean() gets a new argument contrib to control if product contributions are aggregated over subperiods.

• Added a split() method for index objects.

• levels(aggregation_structure) now returns a list of levels to denote the position of each level in the hierarchy. Use unlist() to get the old behavior.

Bug fixes

• The default for ea_only has changed to TRUE when calling weights(aggregation_structure) to fix a bug with the replacement method.

• Replacing an index value with index[] <- value when value is also an index object now works correctly when value is recycled.

• Setting stringsAsFactors = TRUE in as.data.frame(index) now keeps the correct ordering of the factor levels.

• mean(index) no longer returns an aggregate index when r differs from that used to make index.

Deprecations

• The cols argument for as_index() is deprecated and will be removed in a future version.

Version 0.6.0

Significant changes

• The [[ method for index objects has been removed as it created unexpected problems for little gain. as.matrix(index)[[1, 1]] is a more explicit and flexible way to get the same behavior as index[[1, 1]].

• aggregation_structure() now orders the levels of an aggregation according to the order they appear in the data. Previously the levels were ordered lexicographically, except for the elemental aggregates. This can affect the order in which index values appear for an aggregate index.

There are a number of changes to the way product names are handled when making an index and extracting percent-change contributions.

• Names for price relatives now need to be unique within a time period for elemental_index(). The previous (undocumented) behavior was to only require that names be unique within a time period and elemental aggregate. This implies two non-backward compatible changes.

  • The default product names for elemental_index() now include the name of the elemental aggregate to conform to the above requirement.

  • Percent-change contributions from contrib() have simplified row names, as there is now no need to include index-level names to make product names unique.

• contrib() now always returns a matrix. Previously it would return NULL if there were no contributions for each level of the index.

• Rows for the contributions matrix are ordered according to product names so that they have a consistent ordering.

Improvements

• Printing an index gives a textual description in addition to the matrix of index values. Printing an aggregation structure now gives a description and tabular representation instead of a list.

• There are now methods to set the levels and time periods of an index.

• Methods for index objects are now faster for larger indexes.

• aggregate() gains a new argument contrib that controls if percent-change contributions for elemental indexes are aggregated. The default maintains the current behavior of aggregating contributions if there are any.

• The class names for index objects have changed to fix a name conflict with Matrix. This means it's now possible to use rsmatrix with piar.

• The as.matrix() method for aggregation structures gains a new argument sparse. If sparse = TRUE then the aggregation matrix is a sparse, rather than dense, matrix. This option can also be used in the vcov() method for aggregate price indexes to improve performance for large indexes.

• Added the carry_backwards() function to do carry backwards (as opposed to carry forwards) imputation.

Bug fixes

• Viewing index objects in the RStudio viewer longer gives an error.

• is_direct_index() is now exported.

• Replacing index values for an aggregate index no longer returns an aggregate index, as it may not be consistent in aggregation.

• Stacking two indexes now only returns an aggregate index if both indexes are themselves aggregate indexes. Previously it was possible to stack an aggregate index with a non-aggregate index to produce an aggregate index that was not consistent in aggregation.

Version 0.5.0

Significant changes

• piar now requires R >= 4.0.

• is_chain_index() has been removed; use is_chainable_index() instead.

• The first argument to elemental_index() is now x, not rel, to be consistent with the rest of the functions. Similarly, the first argument for expand_classification() is now x, not class.

New features

• New functions as_aggregation_structure() and is_aggregation_structure() to coerce (usually) tabular data for aggregation weights into an aggregation structure, and test if an object is an aggregation structure.

• A method for [[ for index objects to extract or replace a single index value.

• The weights for an aggregation structure can be replace with weights(pias) <- vector.

Improvements

• The levels() replacement function now gives an error for indexes and aggregation structures, rather than adding a levels attribute that does nothing.

• The width argument for expand_classification() now recycles a single value.

• Major overhaul of the documentation should make it easier to use.

• The object structure used to represent index object has been refined.

• Subscripting an index object is now much faster.

• It is now possible to update an aggregation structure with a non-aggregated index.

• Functions that accept a price index or an aggregation structure as an argument now attempt to coerce these arguments into an index object or aggregation structure object instead of throwing an error.

Bug fixes

• Fixed a bug where creating elemental indexes with missing product names could produce a contributions matrix with the wrong number of products.

• It is now possible to chain an index with only one level.

• Subscripting an index with NAs or duplicate indices is no longer allowed.

Version 0.4.0

Significant changes

• The vcov() method for aggregate indexes now returns a matrix of variances instead of an array of covariances, as the covariances are usually misleading and unnecessary. In most cases elemental aggregates are sampled independently, in which case the covariances should be 0. This is not backwards compatible.

• The vcov() method for aggregate indexes is now much faster. The options for parallel computing have been removed, as they're unlikely to be useful for even large indexes.

• The head() and tail() methods for index objects now return an index object instead of a matrix, as documented.

New features

• Added an as.matrix() method for pias objects. This makes it easy to aggregate a price index as a matrix operation; just matrix multiply the aggregation matrix with the elemental indexes.

• Added an as.data.frame() method for pias objects. This is useful for writing price-updated weights with, e.g., write.csv().

• Added an as_index() method for data frames. This is faster and simpler than turning a data frame into an index with elemental_index(df$value, df$period, df$level).

Improvements

• The chain argument found in some of the methods for elemental_index() and as_index() to mark an index as chainable has been replaced by the more descriptive chainable argument. Partial matching of argument names means this is backwards compatible.

• The price_relative() function no longer uses gpindex::back_price(), as this function is deprecated. This change will remove the harmless deprecation warning when using an older version of piar with a newer version of gpindex.

Deprecated functions

• The is_chain_index() function is now deprecated, and replaced with the is_chainable_index() function.