[R-pkgs] New package IndexNumR: A package for computation of index numbers

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[R-pkgs] New package IndexNumR: A package for computation of index numbers

Graham White
Hello useRs,

A new package, IndexNumR, has been released on CRAN.

IndexNumR provides a set of functions for computing various bilateral and multilateral indices. It is designed to compute price or quantity indices over time. Bilateral indices include Laspeyres, Paasche, Fisher, Tornqvist, Sato-Vartia, Walsh and CES, as well as elementary indices Dutot, Carli, Harmonic mean, CSWD and Jevons. All of these bilateral indices can be computed as period-on-period, fixed-base or chained.

Multilateral indices can be computed in the time series context using the GEKS methodology, and updating is provided via the window, movement or mean splice methods. The GEKS method is computed using either the Fisher or Tornqvist superlative index number methods.

The package also provides functions to compute measures of dissimilarity between time periods, which can be used to choose the linking period for chained indices.

For more information, see https://cran.r-project.org/package=IndexNumR

Detailed information is contained in the package vignette at https://cran.r-project.org/web/packages/IndexNumR/vignettes/indexnumr.html.

Issues and suggestions are welcome, and can be logged at the package Github repository https://github.com/grahamjwhite/IndexNumR.

Kind regards, 
Graham White
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