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TextForecast (version 0.1.3)

Regression Analysis and Forecasting Using Textual Data from a Time-Varying Dictionary

Description

Provides functionalities based on the paper "Time Varying Dictionary and the Predictive Power of FED Minutes" (Lima, 2018) . It selects the most predictive terms, that we call time-varying dictionary using supervised machine learning techniques as lasso and elastic net.

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Install

install.packages('TextForecast')

Monthly Downloads

155

Version

0.1.3

License

GPL-3

Issues

Pull Requests

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Repository

https://github.com/lucasgodeiro/TextForecast

Maintainer

Lucas Godeiro

Last Published

April 25th, 2022

Functions in TextForecast (0.1.3)

get_terms function

get_collocations

get_collocations function

Title optimal alphas function

tv dictionary function

get_words function

hard_thresholding

hard thresholding

optimal_number_factors

optimal number of factors function

optimal_factors

Optimal Factors

tf-idf function

tv_sentiment_index

tv sentiment index function

Top Terms Function

Text Forecast function

tv_sentiment_index_all_coefs

TV sentiment index using all positive and negative coefficients.