piar 0.8.1

Significant changes

• elemental_index(), price_relative(), shadow_price(), carry_forward(),
  and carry_backward() now have a formula interface to select the relevant,
  e.g., price variables from a data frame instead of using with(). This
  changes the signature of these functions, and may break old code if argument
  were not named.

  • as_aggregation_structure(list) and mean(index) now require the weights
    argument to be named to be consistent with other functions.

• The aggregate_piar_index class has been removed. This class was not
  well thought out, and added unnecessary restrictions and complications to
  certain functions. In most cases this has little impact on existing code, but
  does mean that the few functions related to aggregate indexes have been removed.

• The deprecated cols argument for as_index(data.frame) has been removed.

• The default window size for mean(index) now covers the entire index. This
  makes it so that mean() doesn't assume an index is monthly, and
  makes it easier to use mean() with the new window() method for index
  object.

Improvements

• as_index() gains a new argument contrib to add contributions to
  pre-computed indexes.

• Added contrib2DF() to extract percent-change contributions as a data frame.

• elemental_index(), price_relative(), shadow_price(), carry_forward(),
  and carry_backward() now require the arguments for time periods, products, and
  elemental aggregates to be named so as to avoid accidentally changing the order
  of these arguments (gh #7).

• Added interact_classifications() to get the interaction of different
  dimensions for a hierarchical classification.

• unchain() gets an new argument base for better interaction with
  chain() and rebase().

• aggregate(index) gets a new argument include_ea to control whether
  elemental indexes are returned when aggregating.

• The summary() method for indexes has been changed to simply print a
  summary of the index, rather than try to summarized the index values.

• aggregate(index) now imputes percent-change contributions for missing index
  values when na.rm = TRUE. The previously undocumented behavior was to simply
  drop them.

• Added window(index) to extract a window of price indexes and
  window(index) <- value to replace them.

• The base period for rebase() can now be a time period specifying a new base
  period. This makes it easier to rebase with pipes; e.g.,
  index |> mean() |> rebase("202001").

• elemental_index() gets a new argument product to better control product
  names.