CRAN

TextForecast 0.1.1

Regression Analysis and Forecasting Using Textual Data from a Time-Varying Dictionary

Released Mar 6, 2019 by Lucas Godeiro

This package cannot yet be used with Renjin it depends on other packages which are not available: tidyr 0.8.3, tidytext 0.2.0, pdftools 2.1, tm 0.7-6, text2vec 0.5.1, dplyr 0.8.0.1, ggplot2 3.1.0, forecast 8.5, udpipe 0.8.1, and forcats 0.4.0

Dependencies

tidyr 0.8.3 forcats 0.4.0 dplyr 0.8.0.1 ggplot2 3.1.0 tidytext 0.2.0 forecast 8.5 tm 0.7-6 pdftools 2.1 text2vec 0.5.1 udpipe 0.8.1 doParallel 1.0.14 tau 0.0-21 glmnet 2.0-16 wordcloud 2.5 plyr 1.8.4 rpart 4.1-13 pracma 2.2.2 SnowballC 0.6.0 tsDyn 0.9-48 RColorBrewer 1.1-2 lars 1.2 class 7.3-15

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 supervised machine learning techniques as lasso and elastic net.

Source

R

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