Generalized Price and Quantity Indexes
Lehmer mean
Transmute weights
Percent-change contributions
Offset a vector prices or quantities
Balanced operator
Extended mean
Factor weights
GEKS index
Generalized mean
gpindex: Generalized Price and Quantity Indexes
Grouped operator
Index weights
Nested generalized mean
Outlier detection for price relatives
Sample price/quantity data
Price indexes
Quantity index operator
Scale weights
Splice an index series
Tools to build and work with bilateral generalized-mean price indexes (and by extension quantity indexes), and indexes composed of generalized-mean indexes (e.g., superlative quadratic-mean indexes, GEKS). Covers the core mathematical machinery for making bilateral price indexes, computing price relatives, detecting outliers, and decomposing indexes, with wrappers for all common (and many uncommon) index-number formulas. Implements and extends many of the methods in Balk (2008, <doi:10.1017/CBO9780511720758>), von der Lippe (2007, <doi:10.3726/978-3-653-01120-3>), and the CPI manual (2020, <doi:10.5089/9781484354841.069>).
Useful links