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:Luiz Renato Lima [aut], Lucas Godeiro [aut, cre]

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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

Datasets:

news_data - News Data
optimal_factors - Optimal Factors
optimal_x - Optimal x
stock_data - Stock Data

On CRAN:

5.18 score 15 stars 20 scripts 196 downloads 13 exports 79 dependencies

Last updated 5 years agofrom:3223ff5b5d. Checks:OK: 1 NOTE: 6. Indexed: yes.

Target	Result	Date
Doc / Vignettes	OK	Nov 20 2024
R-4.5-win	NOTE	Nov 20 2024
R-4.5-linux	NOTE	Nov 20 2024
R-4.4-win	NOTE	Nov 20 2024
R-4.4-mac	NOTE	Nov 20 2024
R-4.3-win	NOTE	Nov 20 2024
R-4.3-mac	NOTE	Nov 20 2024

Exports:get_collocations get_terms get_words hard_thresholding optimal_alphas optimal_number_factors text_forecast text_nowcast tf_idf top_terms tv_dictionary tv_sentiment_index tv_sentiment_index_all_coefs

Dependencies:askpass BH cli codetools colorspace cpp11 curl data.table doParallel dplyr fansi farver forcats foreach forecast fracdiff generics ggplot2 glmnet glue gtable isoband iterators janeaustenr jsonlite labeling lattice lifecycle lmtest magrittr MASS Matrix mgcv munsell nlme NLP nnet pdftools pillar pkgconfig plyr pracma purrr qpdf quadprog quantmod R6 RColorBrewer Rcpp RcppArmadillo RcppEigen rlang scales shape slam SnowballC stringi stringr survival sys tibble tidyr tidyselect tidytext timeDate tm tokenizers tseries TTR udpipe urca utf8 vctrs viridisLite withr wordcloud xml2 xts zoo

TextForecast R package documentation

Luiz Renato Lima, Lucas Godeiro

Rendered fromtextforecast.Rmdusingknitr::rmarkdownon Nov 20 2024.

Last update: 2019-02-18
Started: 2018-12-24

Citation

Development and contributors

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