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Stack price indexes

Source: R/stack.piar_index.R
stack.piar_index.Rd

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 chainable_piar_index
stack(x, y, ...)

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

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

# S3 method for 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(), 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)
#> Period-over-period price index for 2 levels over 6 time periods 
#>   1 2 3 4 5 6
#> 1 1 3 5 1 3 5
#> 2 2 4 6 2 4 6

# Unstack does the reverse

all.equal(
  c(unstack(index1), unstack(index2)),
  unstack(stack(index1, index2))
)
#> [1] TRUE