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.
| Version: |
0.1.3 |
| Depends: |
R (≥ 3.1.0) |
| Imports: |
forecast, stats, tidyr, tidytext, tm, wordcloud, dplyr, plyr, udpipe, RColorBrewer, ggplot2, glmnet, pdftools, parallel, doParallel, pracma, forcats, Matrix |
| Suggests: |
knitr, rmarkdown, covr |
| Published: |
2022-04-25 |
| Author: |
Luiz Renato Lima [aut],
Lucas Godeiro [aut, cre] |
| Maintainer: |
Lucas Godeiro <lucas.godeiro at hotmail.com> |
| BugReports: |
https://github.com/lucasgodeiro/TextForecast/issues |
| License: |
GPL-3 |
| URL: |
https://github.com/lucasgodeiro/TextForecast |
| NeedsCompilation: |
no |
| Materials: |
NEWS |
| CRAN checks: |
TextForecast results |
Documentation:
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