IndexNumR: Index Number Calculation

Computes bilateral and multilateral index numbers. It has support for several standard bilateral indices as well as the GEKS multilateral index number methods (see Ivancic, Diewert and Fox (2011) <doi:10.1016/j.jeconom.2010.09.003>) . It also supports updating of GEKS indexes using several splicing methods.

Package details

AuthorGraham White
MaintainerGraham White <[email protected]>
Package repositoryView on CRAN
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IndexNumR documentation built on Jan. 22, 2019, 5:04 p.m.