Added r to geks()

DESCRIPTION

@@ -1,6 +1,6 @@
 Package: gpindex
 Title: Generalized Price and Quantity Indexes
-Version: 0.6.0.9008
+Version: 0.6.0.9009
 Authors@R: c(
     person("Steve", "Martin", role = c("aut", "cre", "cph"),
     email = "[email protected]",
@@ -11,7 +11,7 @@ Description: Tools to build and work with bilateral generalized-mean
     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 wrapper for all common (and many uncommon) index-number
+    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
@@ -33,4 +33,4 @@ Collate: 'helpers.R' 'means.R' 'weights.R' 'contributions.R' 'price_indexes.R'
 Config/testthat/edition: 3
 VignetteBuilder: knitr
 Roxygen: list(markdown = TRUE)
-RoxygenNote: 7.2.3
+RoxygenNote: 7.3.1

NEWS.md

@@ -2,6 +2,9 @@
 
 - Updated maintainer email.
 
+- Added a parameter to generalize `geks()` by controlling how indexes are
+averaged over the rolling window.
+
 ## Version 0.6.0
 
 - Bumped minimum version of R to at least 4.0.

R/geks.R

@@ -45,13 +45,16 @@ geks_matrix <- function(index, p, q, product, n, nper, window, na.rm) {
 
 #' GEKS index
 #'
-#' Calculate an inter-temporal GEKS price index over a rolling window, as
-#' described in chapter 7 of Balk (2008), by Ivancic et al. (2011), and in
-#' chapter 10 of the CPI manual (2020).
+#' Calculate a generalized inter-temporal GEKS price index over a rolling
+#' window, as described in chapter 7 of Balk (2008), by Ivancic et al. (2011),
+#' and in chapter 10 of the CPI manual (2020).
 #'
-#' @param f A [price index function][price_indexes] that uses information on both
-#' base and current-period prices and quantities, and satisfies the
+#' @param f A [price index function][price_indexes] that uses information on
+#' both base and current-period prices and quantities, and satisfies the
 #' time-reversal test. Usually a Törnqvist, Fisher, or Walsh index.
+#' @param r A finite number giving the order of the generalized mean used to
+#' average price indexes over the rolling window. The default uses a
+#' geometric mean.
 #' @param p A numeric vector of prices, the same length as `q`.
 #' @param q A numeric vector of quantities, the same length as `p`.
 #' @param period A factor, or something that can be coerced into one, that
@@ -158,9 +161,9 @@ geks_matrix <- function(index, p, q, product, n, nper, window, na.rm) {
 #'
 #' @family price-indexes
 #' @export
-geks <- function(f) {
+geks <- function(f, r = 0) {
   f <- match.fun(f)
-
+  gen_mean <- generalized_mean(r)
   function(p, q, period, product,
            window = nlevels(period), n = window - 1L, na.rm = FALSE) {
     if (different_lengths(p, q, period, product)) {
@@ -211,7 +214,7 @@ geks <- function(f) {
     for (i in seq_along(res)) {
       index <- apply(
         mat[rows + i, cols + i, drop = FALSE], 2L,
-        geometric_mean,
+        gen_mean,
         na.rm = na.rm
       )
       res[[i]] <- index[-1L] / index[-length(index)]

README.Rmd

@@ -22,7 +22,7 @@ knitr::opts_chunk$set(
 [![DOI](https://zenodo.org/badge/261861375.svg)](https://zenodo.org/doi/10.5281/zenodo.10097742)
 <!-- badges: end -->
 
-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 wrapper for all common (and many uncommon) index-number formulas. Implements and extends many of the methods in Balk (2008), von der Lippe (2001), and the CPI manual (2020).
+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), von der Lippe (2001), and the CPI manual (2020).
 
 ## Installation
 

README.md

@@ -19,7 +19,7 @@ Tools to build and work with bilateral generalized-mean price indexes
 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 wrapper for all common (and many uncommon) index-number
+indexes, with wrappers for all common (and many uncommon) index-number
 formulas. Implements and extends many of the methods in Balk (2008), von
 der Lippe (2001), and the CPI manual (2020).