## 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, 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.

Last updated 2 months ago

economicsinflationofficial-statisticsstatistics

2 stars 2.60 score 3 dependencies## gpindex - Generalized Price and Quantity Indexes

Tools to build and work with bilateral generalized-mean price indexes (and by extension quantity indexes), and indexes composed of generalized-mean indexes (e.g., superlative quadratic-mean indexes, GEKS). Covers the core mathematical machinery for making bilateral price indexes, computing price relatives, detecting outliers, and decomposing indexes, with wrappers for all common (and many uncommon) index-number formulas. Implements and extends many of the methods in 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).

Last updated 2 months ago

economicsinflationofficial-statisticsstatistics

4 stars 2.24 score 0 dependencies 1 dependents## sps - Sequential Poisson Sampling

Sequential Poisson sampling is a variation of Poisson sampling for drawing probability-proportional-to-size samples with a given number of units, and is commonly used for price-index surveys. This package gives functions to draw stratified sequential Poisson samples according to the method by Ohlsson (1998, ISSN:0282-423X), as well as other order sample designs by RosÃ©n (1997, <doi:10.1016/S0378-3758(96)00186-3>), and generate appropriate bootstrap replicate weights according to the generalized bootstrap method by Beaumont and Patak (2012, <doi:10.1111/j.1751-5823.2011.00166.x>).

Last updated 4 months ago

official-statisticssamplingstatisticssurvey-sampling

4 stars 1.95 score 0 dependencies## rsmatrix - Matrices for Repeat-Sales Price Indexes

Calculate the matrices in Shiller (1991, <doi:10.1016/S1051-1377(05)80028-2>) that serve as the foundation for many repeat-sales price indexes.

Last updated 5 months ago

economicshousingstatistics

3 stars 1.69 score 2 dependencies## ymq - Year Months and Quarters

Operators to manipulate integers representing year months in the form YYYYMM, and year quarters in the form YYYYQQ.

Last updated 2 years ago

0.00 score 0 dependencies