The vcov() method for aggregate indexes now returns
a matrix of variances instead of an array of covariances, as the
covariances are usually misleading and unnecessary. In most cases
elemental aggregates are sampled independently, in which case the
covariances should be 0. This is not backwards compatible.
The vcov() method for aggregate indexes is now much
faster. The options for parallel computing have been removed, as they’re
unlikely to be useful for even large indexes.
The head() and tail() methods for index
objects now return an index object instead of a matrix, as
documented.
Added an as.matrix() method for pias objects. This
makes it easy to aggregate a price index as a matrix operation; just
matrix multiply the aggregation matrix with the elemental
indexes.
Added an as.data.frame() method for pias objects.
This is useful for writing price-updated weights with, e.g.,
write.csv().
Added an as_index() method for data frames. This is
faster and simpler than turning a data frame into an index with
elemental_index(df$value, df$period, df$level).
The chain argument found in some of the methods for
elemental_index() and as_index() to mark an
index as chainable has been replaced by the more descriptive
chainable argument. Partial matching of argument names
means this is backwards compatible.
The price_relative() function no longer uses
gpindex::back_price(), as this function is deprecated. This
change will remove the harmless deprecation warning when using an older
version of piar with a newer version of gpindex.
is_chain_index() function is now deprecated, and
replaced with the is_chainable_index() function.