Skip to content

Latest commit

 

History

History
122 lines (76 loc) · 3.8 KB

NEWS.md

File metadata and controls

122 lines (76 loc) · 3.8 KB

Version 0.6.2

  • splice_index() now keeps names.

  • Fixed a bug with transmute_weights() where the weights could be negative.

  • Price-index functions have better argument checking.

Version 0.6.1

  • 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.

Version 0.6.0

  • 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.

Version 0.5.0

  • 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.

Version 0.4.3

  • 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.

Version 0.4.2

  • 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.

Version 0.3.9

  • 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.

Version 0.3.6

  • 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.

Version 0.3.4

  • 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.

Version 0.3.1

  • 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.