weights_exponential

a single <code>numeric</code> to indicate the lag length.

a <code>numeric</code> vector of decay factors.

alphas

Computes exponential weighting curves. Handy to self-select specific time aggregation weighting schemes
for input in <code><a rd-options="" href="/link/ctr_agg?package=sentometrics&version=0.5.6" data-mini-rdoc="sentometrics::ctr_agg">ctr_agg</a></code> using the <code>weights</code> argument.

Optimized prediction based on textual sentiment, accounting for the intrinsic challenge that sentiment can be computed and pooled across texts and time in various ways. See Ardia et al. (2018) <doi:10.2139/ssrn.3067734>.

Samuel Borms

sentometrics

An Integrated Framework for Textual Sentiment Time Series
Aggregation and Prediction

David Ardia

Keven Bluteau

Kris Boudt

weights_exponential function

Computes exponential weighting curves. Handy to self-select specific time aggregation weighting schemes
for input in <code><a rd-options='' href='ctr_agg'>ctr_agg</a></code> using the <code>weights</code> argument.

weights_exponential: Compute exponential weighting curves

Description

Usage

Arguments

Value

See Also