TextForecast: Regression Analysis and Forecasting Using Textual Data from aTime-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 |
| DOI: | 10.32614/CRAN.package.TextForecast |
| 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 |
| CRAN checks: | TextForecast results |
Documentation:
Downloads:
Linking:
Please use the canonical formhttps://CRAN.R-project.org/package=TextForecastto link to this page.