Package: TextForecast 0.1.2
TextForecast: Regression Analysis and Forecasting Using Textual Data from a Time-Varying Dictionary
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.
Authors:
TextForecast_0.1.2.tar.gz
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TextForecast.pdf |TextForecast.html✨
TextForecast/json (API)
| # Install 'TextForecast' in R: |
| install.packages('TextForecast', repos = c('https://lucasgodeiro.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/lucasgodeiro/textforecast/issues
- news_data - News Data
- optimal_factors - Optimal Factors
- optimal_x - Optimal x
- stock_data - Stock Data
Last updated 5 years agofrom:3223ff5b5d. Checks:OK: 1 NOTE: 6. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Oct 21 2024 |
| R-4.5-win | NOTE | Oct 21 2024 |
| R-4.5-linux | NOTE | Oct 21 2024 |
| R-4.4-win | NOTE | Oct 21 2024 |
| R-4.4-mac | NOTE | Oct 21 2024 |
| R-4.3-win | NOTE | Oct 21 2024 |
| R-4.3-mac | NOTE | Oct 21 2024 |
Exports:get_collocationsget_termsget_wordshard_thresholdingoptimal_alphasoptimal_number_factorstext_forecasttext_nowcasttf_idftop_termstv_dictionarytv_sentiment_indextv_sentiment_index_all_coefs
Dependencies:askpassBHclicodetoolscolorspacecpp11curldata.tabledoParalleldplyrfansifarverforcatsforeachforecastfracdiffgenericsggplot2glmnetgluegtableisobanditeratorsjaneaustenrjsonlitelabelinglatticelifecyclelmtestmagrittrMASSMatrixmgcvmunsellnlmeNLPnnetpdftoolspillarpkgconfigplyrpracmapurrrqpdfquadprogquantmodR6RColorBrewerRcppRcppArmadilloRcppEigenrlangscalesshapeslamSnowballCstringistringrsurvivalsystibbletidyrtidyselecttidytexttimeDatetmtokenizerstseriesTTRudpipeurcautf8vctrsviridisLitewithrwordcloudxml2xtszoo
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| get_collocations function | get_collocations |
| get_terms function | get_terms |
| get_words function | get_words |
| hard thresholding | hard_thresholding |
| News Data | news_data |
| Title optimal alphas function | optimal_alphas |
| Optimal Factors | optimal_factors |
| optimal number of factors function | optimal_number_factors |
| Optimal x | optimal_x |
| Stock Data | stock_data |
| Text Forecast function | text_forecast |
| text nowcast | text_nowcast |
| tf-idf function | tf_idf |
| Top Terms Function | top_terms |
| tv dictionary function | tv_dictionary |
| tv sentiment index function | tv_sentiment_index |
| TV sentiment index using all positive and negative coefficients. | tv_sentiment_index_all_coefs |
