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.
|Author||Luiz Renato Lima [aut], Lucas Godeiro [aut, cre]|
|Maintainer||Lucas Godeiro <email@example.com>|
|Package repository||View on CRAN|
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