Package: hpiR 0.3.4

hpiR: House Price Indexes

Compute house price indexes and series using a variety of different methods and models common through the real estate literature. Evaluate index 'goodness' based on accuracy, volatility and revision statistics. Background on basic model construction for repeat sales models can be found at: Case and Quigley (1991) <https://ideas.repec.org/a/tpr/restat/v73y1991i1p50-58.html> and for hedonic pricing models at: Bourassa et al (2006) <doi:10.1016/j.jhe.2006.03.001>. The package author's working paper on the random forest approach to house price indexes can be found at: <https://www.github.com/andykrause/hpi_research>.

Authors:Andy Krause [aut, cre]

hpiR_0.3.4.tar.gz
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hpiR.pdf |hpiR.html
hpiR/json (API)
NEWS

# Install 'hpiR' in R:
install.packages('hpiR', repos = c('https://andykrause.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/andykrause/hpir/issues

Datasets:

On CRAN:

4.82 score 15 stars 88 scripts 197 downloads 29 exports 73 dependencies

Last updated 10 months agofrom:aa4c688b59. Checks:ERROR: 1 WARNING: 6. Indexed: yes.

TargetResultDate
Doc / VignettesFAILOct 10 2024
R-4.5-winWARNINGOct 10 2024
R-4.5-linuxWARNINGOct 10 2024
R-4.4-winWARNINGOct 10 2024
R-4.4-macWARNINGOct 10 2024
R-4.3-winWARNINGOct 10 2024
R-4.3-macWARNINGOct 10 2024

Exports:buildForecastIDscalcAccuracycalcForecastErrorcalcInSampleErrorcalcKFoldErrorcalcRevisioncalcSeriesAccuracycalcSeriesVolatilitycalcVolatilitycheckDatecreateKFoldDatacreateSeriesdateToPeriodhedCreateTranshedIndexhedModelhpiModelmatchKFoldmodelToIndexperiodTablerfIndexrfModelrfSimDfrtCreateTransrtIndexrtModelrtTimeMatrixsmoothIndexsmoothSeries

Dependencies:clicodetoolscolorspacecommonmarkcpp11curlDEoptimRdplyrfansifarverforeachforecastfracdiffgenericsggplot2ggtextgluegridExtragridtextgtableimputeTSisobanditeratorsjpegjsonlitelabelinglatticelifecyclelmtestlubridatemagrittrmarkdownMASSMatrixmgcvmunsellnlmennetpdppillarpkgconfigplyrpngpurrrquadprogquantmodR6rangerRColorBrewerRcppRcppArmadilloRcppEigenrlangrobustbasescalesstinepackstringistringrtibbletidyselecttimechangetimeDatetseriesTTRurcautf8vctrsviridisLitewithrxfunxml2xtszoo

Readme and manuals

Help Manual

Help pageTopics
Create the row IDs for forecast accuracybuildForecastIDs
Create the row IDs for forecast accuracy (hed approach)buildForecastIDs.heddata
Create the row IDs for forecast accuracy (rt approach)buildForecastIDs.rtdata
Calculate the accuracy of an indexcalcAccuracy
Calculate the forecast accuracy of series of indexescalcForecastError
Calculate index errors in samplecalcInSampleError
Calculate index errors in sample (hed approach)calcInSampleError.heddata
Calculate index errors in sample (rt approach)calcInSampleError.rtdata
Calculate index error with FKold (out of sample)calcKFoldError
Calculate revision values of an indexcalcRevision
Calculate the accuracy of a series of indexescalcSeriesAccuracy
Calculate volatility of a series of indexescalcSeriesVolatility
Calculate index volatilitycalcVolatility
Validate the date argumentcheckDate
Create data for KFold error testcreateKFoldData
Create data for KFold error test (rt approach)createKFoldData.rtdata
Create a series of indexescreateSeries
Convert dates to a relative perioddateToPeriod
Subset of Seattle Home Salesex_sales
Create data for `hed` approachhedCreateTrans
Create a full index object by hedonic approachhedIndex
Estimate hedonic model for index creationhedModel
Hedonic model approach with base estimatorhedModel.base
Hedonic model approach with robust estimatorhedModel.robust
Hedonic model approach with weighted estimatorhedModel.weighted
Wrapper to estimate model approaches (generic method)hpiModel
Specific method for hpi modeling (hed) approach)hpiModel.hed
Specific method for hpi modeling (hed) approach)hpiModel.rf
Specific method for hpi modeling (rt approach)hpiModel.rt
hpiR: A package for house price indexeshpiR
Helper function to make KFold datamatchKFold
Helper function to make KFold datamatchKFold.heddata
Helper function to make KFold datamatchKFold.rtdata
Convert model results into a house price indexmodelToIndex
Create a table of the periods (generic method)periodTable
Create a table of the annual periodsperiodTable.annual
Create a table of equal frequency (any frequency) periodsperiodTable.equalfreq
Create a table of equal frequency (any frequency) periodsperiodTable.equalsample
Create a table of the monthly periodsperiodTable.monthly
Create a table of the quarterly periodsperiodTable.quarterly
Create a table of the weekly periodsperiodTable.weekly
Plot method for `hpi` objectplot.hpi
Plot method for `hpiaccuracy` objectplot.hpiaccuracy
Plot method for `hpiindex` objectplot.hpiindex
Plot method for `indexvolatility` objectplot.indexvolatility
Plot method for `seriesaccuracy` objectplot.seriesaccuracy
Plot method for `serieshpi` objectplot.serieshpi
Plot method for `seriesrevision` objectplot.seriesrevision
Create a full index object by random forest approachrfIndex
Estimate random forest model for index creationrfModel
Random forest model approach with pdp estimatorrfModel.pdp
Create simulation data for Random forest approachrfSimDf
Create transaction data for rt approachrtCreateTrans
Create a full index object by repeat transaction approachrtIndex
Estimate repeat transaction model for index creationrtModel
Repeat transaction model approach with base estimatorrtModel.base
Repeat transaction model approach with robust estimatorrtModel.robust
Repeat transaction model approach with weighted estimatorrtModel.weighted
Create model matrix for repeat transaction approachrtTimeMatrix
Seattle Home Salesseattle_sales
Smooth an indexsmoothIndex
Smooth all indexes in a seriessmoothSeries