attributions: Retrieve top-down model sentiment attributions

In sentometrics: An Integrated Framework for Textual Sentiment Time Series Aggregation and Prediction

Description

Computes the attributions to predictions for a (given) number of dates at all possible sentiment dimensions, based on the coefficients associated to each sentiment measure, as estimated in the provided model object.

Usage

attributions(
  model,
  sento_measures,
  do.lags = TRUE,
  do.normalize = FALSE,
  refDates = NULL,
  factor = NULL
)

Arguments

model	a sento_model or a sento_modelIter object created with sento_model.
sento_measures	the sento_measures object, as created with sento_measures, used to estimate the model from the first argument (make sure this is the case!).
do.lags	a logical, TRUE also computes the attribution to each time lag. For large time lags, this is time-consuming.
do.normalize	a logical, TRUE divides each element of every attribution vector at a given date by its L2-norm at that date, normalizing the values between -1 and 1. The document attributions are not normalized.
refDates	the dates (as "yyyy-mm-dd") at which attribution is to be performed. These should be between the latest date available in the input sento_measures object and the first estimation sample date (that is, model$dates[1] if model is a sento_model object). All dates should also be in get_dates(sento_measures). If NULL (default), attribution is calculated for all in-sample dates. Ignored if model is a sento_modelIter object, for which attribution is calculated for all out-of-sample prediction dates.
factor	the factor level as a single character vector to calculate attribution for in case of (a) multinomial model(s). Ignored for linear and binomial models.

Details

See sento_model for an elaborate modeling example including the calculation and plotting of attributions. The attribution for logistic models is represented in terms of log odds. For binomial models, it is calculated with respect to the last factor level or factor column. A NULL value for document-level attribution on a given date means no documents are directly implicated in the associated prediction.

Value

A list of class attributions, with "documents", "lags", "lexicons", "features" and "time" as attribution dimensions. The last four dimensions are data.tables having a "date" column and the other columns the different components of the dimension, with the attributions as values. Document-level attribution is further decomposed into a data.table per date, with "id", "date" and "attrib" columns. If do.lags = FALSE, the "lags" element is set to NULL.

Author(s)

Samuel Borms, Keven Bluteau

See Also

sento_model

sentometrics documentation built on Aug. 18, 2021, 9:06 a.m.