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 unsupervised machine learning techniques as lasso and elastic net.

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Description file content

Package
TextForecast
Type
Package
Title
Regression Analysis and Forecasting Using Textual Data from a Time-Varying Dictionary
Version
0.1.0
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 unsupervised machine learning techniques as lasso and elastic net.
Depends
R (>= 3.1.0)
License
GPL-3
Encoding
UTF-8
LazyData
true
RoxygenNote
6.1.1
Imports
SnowballC, forecast, rpart, stats, text2vec, tidyr, tidytext, tm, tsDyn, wordcloud, dplyr, plyr, udpipe, class, lars, tau, RColorBrewer, forcats, ggplot2, glmnet, pdftools, parallel, doParallel
URL
BugReports
https://github.com/lucasgodeiro/TextForecast/issues
Suggests
knitr, rmarkdown, covr
VignetteBuilder
knitr
NeedsCompilation
no
Packaged
2019-02-07 18:06:38 UTC; lucasgodeirolucas
Author
Luiz Renato Lima [aut], Lucas Godeiro [aut, cre]
Maintainer
Lucas Godeiro
Repository
CRAN
Date/Publication
2019-02-08 09:53:20 UTC

install.packages('TextForecast')

0.1.0

13 days ago

https://github.com/lucasgodeiro/TextForecast

Lucas Godeiro

GPL-3

Depends on

R (>= 3.1.0)

Imports

SnowballC, forecast, rpart, stats, text2vec, tidyr, tidytext, tm, tsDyn, wordcloud, dplyr, plyr, udpipe, class, lars, tau, RColorBrewer, forcats, ggplot2, glmnet, pdftools, parallel, doParallel

Suggests

knitr, rmarkdown, covr

Discussions