exponentials

a single <code>numeric</code> to indicate the length of the curve (the number of lags).

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=0.2" data-mini-rdoc="sentometrics::ctr_agg">ctr_agg</a></code>.

Time series analysis based on textual sentiment, accounting for the intrinsic challenge that sentiment can be computed and pooled across texts and time in many ways. As described in Ardia et al. (2017) <https://ssrn.com/abstract=3067734>, the package provides a means to model the impact of sentiment in texts on a target variable, by first computing a wide range of textual sentiment measures and then selecting those that are most informative.

Samuel Borms

sentometrics

An Integrated Framework for Textual Sentiment Time Series
Aggregation and Prediction

David Ardia

Keven Bluteau

Kris Boudt

exponentials 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>.

exponentials: Compute exponential weighting curves

Description

Usage

Arguments

Value

See Also