stack.piar_index: Stack price indexes

In piar: Price Index Aggregation

Stack price indexes

Description

stack() combines two price indexes with common levels, stacking index values and percent-change contributions for one index after the other.

unstack() breaks up a price index into a list of indexes for each time period.

These methods can be used in a map-reduce to make an index with multiple aggregation structures (like a Paasche index).

Usage

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

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

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

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

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

stack() returns a combined price index that inherits from the same class as x.

unstack() returns a list of price indexes with the same class as x.

Note

It may be necessary to use rebase() prior to stacking fixed-based price indexes to ensure they have the same base period.

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, merge.piar_index(), split.piar_index(), time.piar_index(), window.piar_index()

Examples

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

index2 <- index1
time(index2) <- 4:6

stack(index1, index2)

# Unstack does the reverse

all.equal(
  c(unstack(index1), unstack(index2)),
  unstack(stack(index1, index2))
)

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