optimal_factors

A simple vector containing the Optimal factors select by optimal_number_factors function.

datasets

Provides functionalities based on the paper "Time Varying Dictionary and the Predictive Power of FED Minutes" (Lima, 2018) <doi:10.2139/ssrn.3312483>. It selects the most predictive terms, that we call time-varying dictionary using supervised machine learning techniques as lasso and elastic net.

Lucas Godeiro

TextForecast

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

Luiz Renato Lima

optimal_factors function

A vector with 1 component.<dl class="dl-horizontal">
<dt>optimal fators x</dt><dd>The vector of factor.</dd>
</dl>

Format

Optimal Factors — optimal_factors

A vector with 1 component.<dl class='dl-horizontal'>
<dt>optimal fators x</dt><dd>The vector of factor.</dd>
</dl>

optimal_factors: Optimal Factors

Description

Usage

Arguments

Format