Coerce pre-computed index values into an index object.
as_index(x, ...)# S3 method for default
as_index(x, ...)
# S3 method for matrix
as_index(x, ..., chainable = TRUE, contrib = FALSE)
# S3 method for data.frame
as_index(x, ..., contrib = FALSE)
# S3 method for chainable_piar_index
as_index(x, ..., chainable = TRUE)
# S3 method for direct_piar_index
as_index(x, ..., chainable = FALSE)
# S3 method for mts
as_index(x, ...)
A price index that inherits from
piar_index. If chainable = TRUE then this is a
period-over-period price index that also inherits from
chainable_piar_index; otherwise, it is a fixed-base index that
inherits from direct_piar_index.
An object to coerce into a price index.
Further arguments passed to or used by methods.
Are the index values in x period-over-period
indexes, suitable for a chained calculation (the default)? This should be
FALSE when x contains fixed-base (direct) index values.
Should the index values in x be used to construct
percent-change contributions? The default does not make contributions.
Numeric matrices are coerced into an index object by treating each column as
a separate time period, and each row as a separate level of the index (e.g.,
an elemental aggregate). Column names
are used to denote time periods, and row names are used to denote levels
(so they must be unique). This essentially reverses calling
as.matrix() on an index object. If a
dimension is unnamed, then it is given a sequential label from 1 to the size
of that dimension. The default and multiple time series methods coerces x
to a matrix prior to using the matrix method.
The data frame method for as_index() is best understood as reversing
the effect of as.data.frame() on an
index object. It constructs a matrix by taking the levels of
x[[1]] as columns and the levels of x[[2]] as rows
(coercing to a factor if necessary). It then populates this matrix with the
corresponding values in x[[3]], and uses the matrix method for
as_index(). If contrib = TRUE and there is a fourth list column of
product contributions then these are also included in the resulting index.
If x is a period-over-period index then it is returned unchanged when
chainable = TRUE and chained otherwise. Similarly, if x is a
fixed-base index then it is returned unchanged when
chainable = FALSE and unchain otherwise.
as.matrix() and
as.data.frame() for coercing an index
into a tabular form.
prices <- data.frame(
rel = 1:8,
period = rep(1:2, each = 4),
ea = rep(letters[1:2], 4)
)
index <- elemental_index(prices, rel ~ period + ea)
all.equal(as_index(as.data.frame(index)), index)
all.equal(as_index(as.matrix(index)), index)
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