An Integrated Framework for Textual Sentiment Time Series Aggregation and Prediction

[Up] [Top]

Documentation for package ‘sentometrics’ version 0.3.5

Help Pages

sentometrics-package An Integrated Framework for Textual Sentiment Time Series Aggregation and Prediction
add_features Add feature columns to a sentocorpus
almons Compute Almon polynomials
compute_sentiment Compute document-level sentiment across features and lexicons
ctr_agg Set up control for aggregation into sentiment measures
ctr_merge Set up control for merging sentiment measures
ctr_model Set up control for sentiment measures-based regression modelling
diff.sentomeasures Differencing of sentiment measures
epu Monthly Economic Policy Uncertainty Index
exponentials Compute exponential weighting curves
extract_peakdocs Extract dates and documents related to sentiment peaks
fill_measures Add and fill missing dates
get_hows Options supported to perform aggregation into sentiment measures
lexicons Built-in lexicons
merge_measures Merge sentiment measures
perform_agg Aggregate textual sentiment across documents and time
perform_MCS Apply model confidence set (MCS) procedure to a selection of models
plot.sentomeasures Plot sentiment measures
plot.sentomodeliter Plot iterative predictions versus realized values
plot_attributions Plot prediction attributions at specified level
predict.sentomodel Make predictions from a sentomodel object
retrieve_attributions Retrieve top-down sentiment attributions given model object
scale.sentomeasures Scaling and centering of sentiment measures
select_measures Select sentiment measures
sentometrics An Integrated Framework for Textual Sentiment Time Series Aggregation and Prediction
sento_corpus Create a sentocorpus object
sento_measures One-way road towards a sentomeasures object
sento_model Optimized and automated sparse regression
setup_lexicons Set up lexicons (and valence word list) for use in sentiment analysis
subset_measures Subset sentiment measures
to_global Merge sentiment measures into multiple weighted global sentiment indices
usnews Texts (not) relevant to the U.S. economy
valence Built-in valence word lists