Changes in version 0.6.3.9004 - Fixed a bug where hb_transform() would give an error with missing values. - Added a new function outliers() to replace existing outlier functions, which are now deprecated. Changes in version 0.6.3 (2025-06-07) - Bumped minimum version of R to >= 4.1. - geks() is now faster and uses less memory to makes the GEKS index. - Time periods with entirely missing data no longer return an index value with geks(), fixing #8. - Added a new vignette to better explain decomposing an index. - Added martini_index() to compute the family of Martini indexes. - Added kimber_method() for outlier detection. - Outlier detection functions are now stricter about their inputs. - Functions for transmuting weights now get a tol argument to control the tolerance in the extended mean. Changes in version 0.6.2 (2024-08-16) - splice_index() now keeps names. - Fixed a bug with transmute_weights() where the weights could be negative. - Price-index functions have better argument checking. Changes in version 0.6.1 (2024-04-12) - 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. Changes in version 0.6.0 (2023-11-15) - 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. Changes in version 0.5.0 (2023-08-08) - 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. Changes in version 0.4.3 (2022-05-01) - 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. Changes in version 0.4.2 (2022-01-26) - 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. Changes in version 0.3.9 (2021-11-26) - 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 NaNs showing in the result. - The lm_index() and *_agmean_index() functions are now function factories. Changes in version 0.3.6 (2021-10-02) - 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. Changes in version 0.3.4 (2021-08-04) - 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. Changes in version 0.3.1 (2021-07-07) - 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.