stack.piar_index {piar}

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 'piar_index'
stack(x, y, ...)

## S3 method for class '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

A price index that inherits from chainable_piar_index if x is a period-over-period index, or direct_piar_index if x is a fixed-base index. If both x and y are aggregate indexes then the result will also inherit from aggregate_piar_index.

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(), vcov.aggregate_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))
)