merge.piar_index: Merge price indexes

View source: R/merge.piar_index.R

merge.piar_indexR Documentation

Merge price indexes

Description

Combine two price indexes with common time periods, merging together the index values and percent-change contributions for each time period.

This is useful for building up an index when different elemental aggregates come from different sources of data, or use different index-number formulas.

Usage

## S3 method for class 'chainable_piar_index'
merge(x, y, ...)

## S3 method for class 'direct_piar_index'
merge(x, y, ...)

Arguments

x

A price index, as made by, e.g., elemental_index().

y

A price index, or something that can coerced into one. If x is a period-over-period index then y is coerced into a chainable index; otherwise, y is coerced into a direct index.

...

Not currently used.

Value

A combined price index that inherits from the same class as x.

See Also

Other index methods: [.piar_index(), aggregate.piar_index, as.data.frame.piar_index(), as.ts.piar_index(), chain(), contrib(), head.piar_index(), is.na.piar_index(), levels.piar_index(), mean.piar_index, split.piar_index(), stack.piar_index(), time.piar_index(), window.piar_index()

Examples

index1 <- as_index(matrix(1:6, 2))

index2 <- index1
levels(index2) <- 3:4

merge(index1, index2)


piar documentation built on April 3, 2025, 7:38 p.m.