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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.
Getting started
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Package details |
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| Author | Luiz Renato Lima [aut], Lucas Godeiro [aut, cre] |
| Maintainer | Lucas Godeiro <lucas.godeiro@hotmail.com> |
| License | GPL-3 |
| Version | 0.1.3 |
| URL | https://github.com/lucasgodeiro/TextForecast |
| Package repository | View on CRAN |
| Installation |
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