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2 changes: 2 additions & 0 deletions CRAN-RELEASE
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This package was submitted to CRAN on 2021-02-13.
Once it is accepted, delete this file and tag the release (commit abd4bbd9c9).
2 changes: 1 addition & 1 deletion DESCRIPTION
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Expand Up @@ -13,7 +13,7 @@ Description: Optimized prediction based on textual sentiment, accounting for the
Depends: R (>= 3.3.0)
License: GPL (>= 2)
BugReports: https://github.com/SentometricsResearch/sentometrics/issues
URL: https://SentometricsResearch.github.io/sentometrics
URL: https://sentometrics-research.com/sentometrics/
Encoding: UTF-8
LazyData: true
Suggests: covr,
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14 changes: 7 additions & 7 deletions R/sentometrics.R
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#'
#' @references Ardia, Bluteau and Boudt (2019). \strong{Questioning the news about economic growth: Sparse forecasting using
#' thousands of news-based sentiment values}. \emph{International Journal of Forecasting 35, 1370-1386},
#' \url{https://doi.org/10.1016/j.ijforecast.2018.10.010}.
#' \doi{10.1016/j.ijforecast.2018.10.010}.
#' @references Ardia, Bluteau, Borms and Boudt (2020). \strong{The R package sentometrics to compute, aggregate and
#' predict with textual sentiment}. \emph{Forthcoming in Journal of Statistical Software},
#' \url{https://doi.org/10.2139/ssrn.3067734}.
#' \doi{10.2139/ssrn.3067734}.
"_PACKAGE"

#' Built-in lexicons
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#' @format A \code{list} with all built-in lexicons, appropriately named as \code{"NAME_language(_tr)"} .
#'
#' @references Abdaoui, \enc{Azé}{Aze}, Bringay and Poncelet (2017). \strong{FEEL: French Expanded Emotion Lexicon}.
#' \emph{Language Resources & Evaluation 51, 833-855}, \url{https://doi.org/10.1007/s10579-016-9364-5}.
#' \emph{Language Resources & Evaluation 51, 833-855}, \doi{10.1007/s10579-016-9364-5}.
#' @references Henry (2008). \strong{Are investors influenced by how earnings press releases are written?}.
#' \emph{Journal of Business Communication 45, 363-407}, \url{https://doi.org/10.1177/0021943608319388}.
#' \emph{Journal of Business Communication 45, 363-407}, \doi{10.1177/0021943608319388}.
#' @references Loughran and McDonald (2011). \strong{When is a liability not a liability? Textual analysis, dictionaries, and 10-Ks}.
#' \emph{Journal of Finance 66, 35-65}, \url{https://doi.org/10.1111/j.1540-6261.2010.01625.x}.
#' \emph{Journal of Finance 66, 35-65}, \doi{10.1111/j.1540-6261.2010.01625.x}.
#'
#' @source \href{https://doi.org/10.1007/s10579-016-9364-5}{FEEL lexicon}. Retrieved November 1, 2017.
#' @source \href{http://www.wjh.harvard.edu/~inquirer/spreadsheet_guide.htm}{GI lexicon}. Retrieved November 1, 2017.
#' @source \href{https://doi.org/10.1177/0021943608319388}{HENRY lexicon}. Retrieved
#' November 1, 2017.
#' @source \href{https://sraf.nd.edu/textual-analysis/resources}{LM lexicon}. Retrieved
#' @source \href{https://sraf.nd.edu/textual-analysis/resources/}{LM lexicon}. Retrieved
#' November 1, 2017.
"list_lexicons"

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#' @format A \code{data.frame} with 403 rows and 4 columns.
#'
#' @references Baker, Bloom and Davis (2016). \strong{Measuring Economic Policy Uncertainty}.
#' \emph{The Quarterly Journal of Economics 131, 1593-1636}, \url{https://doi.org/10.1093/qje/qjw024}.
#' \emph{The Quarterly Journal of Economics 131, 1593-1636}, \doi{10.1093/qje/qjw024}.
#'
#' @source \href{http://www.policyuncertainty.com/us_monthly.html}{Measuring Economic Policy Uncertainty}. Retrieved
#' August 24, 2018.
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6 changes: 3 additions & 3 deletions R/sentomodel.R
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#' @seealso \code{\link{sento_model}}
#'
#' @references Tibshirani and Taylor (2012). \strong{Degrees of freedom in LASSO problems}.
#' \emph{The Annals of Statistics 40, 1198-1232}, \url{https://doi.org/10.1214/12-AOS1003}.
#' \emph{The Annals of Statistics 40, 1198-1232}, \doi{10.1214/12-AOS1003}.
#' @references Zou, Hastie and Tibshirani (2007). \strong{On the degrees of freedom of the LASSO}.
#' \emph{The Annals of Statistics 35, 2173-2192}, \url{https://doi.org/10.1214/009053607000000127}.
#' \emph{The Annals of Statistics 35, 2173-2192}, \doi{10.1214/009053607000000127}.
#'
#' @examples
#' # information criterion based model control functions
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#' @seealso \code{\link{sento_model}}, \code{\link[MCS]{MCSprocedure}}
#'
#' @references Hansen, Lunde and Nason (2011). \strong{The model confidence set}. \emph{Econometrica 79, 453-497},
#' \url{https://doi.org/10.3982/ECTA5771}.
#' \doi{10.3982/ECTA5771}.
#'
#' @examples
#' \dontrun{
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4 changes: 2 additions & 2 deletions R/utils.R
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#' @seealso \code{\link{ctr_agg}}
#'
#' @references Ghysels, Sinko and Valkanov (2007). \strong{MIDAS regressions: Further results and new directions}.
#' \emph{Econometric Reviews 26, 53-90}, \url{https://doi.org/10.1080/07474930600972467}.
#' \emph{Econometric Reviews 26, 53-90}, \doi{10.1080/07474930600972467}.
#'
#' @export
weights_beta <- function(n, a = 1:4, b = 1:4, do.normalize = TRUE) {
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#' \code{\link{ctr_agg}} to check if supplied aggregation hows are supported.
#'
#' @details
#' See the package's \href{https://ssrn.com/abstract=3067734}{vignette} for a detailed explanation of all
#' See the package's \href{https://www.ssrn.com/abstract=3067734}{vignette} for a detailed explanation of all
#' aggregation options.
#'
# Weighting within documents or sentences (\code{"words"}):
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18 changes: 9 additions & 9 deletions README.md
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<a href='https://www.sentometrics.org'><img src='man/figures/logo.png' align="right" height="138.5"/></a>
<a href='https://sentometrics-research.com'><img src='man/figures/logo.png' align="right" height="138.5"/></a>

## _sentometrics_: An Integrated Framework for Textual Sentiment Time Series Aggregation and Prediction

<!-- badges: start -->
[![CRAN](http://www.r-pkg.org/badges/version/sentometrics)](https://cran.r-project.org/package=sentometrics)
[![CRAN](https://www.r-pkg.org/badges/version/sentometrics)](https://cran.r-project.org/package=sentometrics)
[![Downloads](https://cranlogs.r-pkg.org/badges/last-day/sentometrics?color=ff69b4)](https://www.r-pkg.org/pkg/sentometrics)
[![Downloads](https://cranlogs.r-pkg.org/badges/sentometrics?color=ff69b4)](https://www.r-pkg.org/pkg/sentometrics)
[![Downloads](https://cranlogs.r-pkg.org/badges/grand-total/sentometrics?color=ff69b4)](https://www.r-pkg.org/pkg/sentometrics)
<!-- [![Build Status](https://travis-ci.org/SentometricsResearch/sentometrics.svg?branch=master)](https://travis-ci.org/SentometricsResearch/sentometrics) -->
<!-- [![codecov](https://codecov.io/github/SentometricsResearch/sentometrics/branch/master/graphs/badge.svg)](https://codecov.io/github/SentometricsResearch/sentometrics) -->
[![Downloads](http://cranlogs.r-pkg.org/badges/last-day/sentometrics?color=ff69b4)](http://www.r-pkg.org/pkg/sentometrics)
[![Downloads](http://cranlogs.r-pkg.org/badges/sentometrics?color=ff69b4)](http://www.r-pkg.org/pkg/sentometrics)
[![Downloads](http://cranlogs.r-pkg.org/badges/grand-total/sentometrics?color=ff69b4)](http://www.r-pkg.org/pkg/sentometrics)
<!-- [![Pending Pull-Requests](http://githubbadges.herokuapp.com/SentometricsResearch/sentometrics/pulls.svg?style=flat)](https://github.com/SentometricsResearch/sentometrics/pulls) -->
<!-- [![Github Issues](http://githubbadges.herokuapp.com/SentometricsResearch/sentometrics/issues.svg)](https://github.com/SentometricsResearch/sentometrics/issues) -->
<!-- [![Pending Pull-Requests](https://githubbadges.herokuapp.com/SentometricsResearch/sentometrics/pulls.svg?style=flat)](https://github.com/SentometricsResearch/sentometrics/pulls) -->
<!-- [![Github Issues](https://githubbadges.herokuapp.com/SentometricsResearch/sentometrics/issues.svg)](https://github.com/SentometricsResearch/sentometrics/issues) -->
<!-- badges: end -->

### Introduction

The **`sentometrics`** package is an **integrated framework for textual sentiment time series aggregation and prediction**. It accounts for the intrinsic challenge that textual sentiment can be computed in many different ways, as well as the large number of possibilities to pool sentiment into a time series index. The package integrates the fast _quantification_ of sentiment from texts, the _aggregation_ into different sentiment time series, and the _prediction_ based on these measures. All in one coherent workflow!

See the [package website](https://SentometricsResearch.github.io/sentometrics) and the [vignette](https://doi.org/10.2139/ssrn.3067734) for plenty of examples and details. We also refer to this [survey](https://doi.org/10.1111/joes.12370) organized as an overview of the required steps in a typical econometric analysis of sentiment from alternative (such as textual) data, and following companion [web page](https://sborms.github.io/econometrics-meets-sentiment).
See the [package website](https://SentometricsResearch.github.io/sentometrics) and the [vignette](https://doi.org/10.2139/ssrn.3067734) for plenty of examples and details. We also refer to this [survey](https://doi.org/10.1111/joes.12370) organized as an overview of the required steps in a typical econometric analysis of sentiment from alternative (such as textual) data, and following companion [web page](https://sborms.github.io/econometrics-meets-sentiment/).

### Installation

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This software package originates from a
[Google Summer of Code 2017](https://github.com/rstats-gsoc/gsoc2017/wiki/Sentometrics:-An-integrated-framework-for-text-based-multivariate-time-series-modeling-and-forecasting) project, was further developed
during a follow-up [Google Summer of Code 2019](https://github.com/rstats-gsoc/gsoc2019/wiki/sentometrics) project, and benefited generally from financial support by [Innoviris](https://innoviris.brussels), [IVADO](https://www.ivado.ca), [swissuniversities](https://www.swissuniversities.ch), and the [Swiss National Science Foundation](http://www.snf.ch) (grants #179281 and #191730).
during a follow-up [Google Summer of Code 2019](https://github.com/rstats-gsoc/gsoc2019/wiki/sentometrics) project, and benefited generally from financial support by [Innoviris](https://innoviris.brussels), [IVADO](https://ivado.ca/), [swissuniversities](https://www.swissuniversities.ch), and the [Swiss National Science Foundation](http://www.snf.ch) (grants #179281 and #191730).

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## submission (version 0.8.3) [13/02/2021]
## resubmission (version 0.8.3) [15/02/2021]

- adjusted some URL and doi links

<!--- ## submission (version 0.8.3) [13/02/2021]
**new**: minor bug and documentation fixes
- replacement of some order() calls, to get package back on CRAN
- replacement of some order() calls, to get package back on CRAN --->

<!--- ## resubmission (version 0.8.2) [25/06/2020]
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8 changes: 4 additions & 4 deletions index.md
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<!-- badges: start -->
[![CRAN](http://www.r-pkg.org/badges/version/sentometrics)](https://cran.r-project.org/package=sentometrics)
[![CRAN](https://www.r-pkg.org/badges/version/sentometrics)](https://cran.r-project.org/package=sentometrics)
[![codecov](https://codecov.io/github/SentometricsResearch/sentometrics/branch/master/graphs/badge.svg)](https://codecov.io/github/SentometricsResearch/sentometrics)
[![Downloads](http://cranlogs.r-pkg.org/badges/last-day/sentometrics?color=ff69b4)](http://www.r-pkg.org/pkg/sentometrics)
[![Downloads](http://cranlogs.r-pkg.org/badges/sentometrics?color=ff69b4)](http://www.r-pkg.org/pkg/sentometrics)
[![Downloads](http://cranlogs.r-pkg.org/badges/grand-total/sentometrics?color=ff69b4)](http://www.r-pkg.org/pkg/sentometrics)
[![Downloads](https://cranlogs.r-pkg.org/badges/last-day/sentometrics?color=ff69b4)](https://www.r-pkg.org/pkg/sentometrics)
[![Downloads](https://cranlogs.r-pkg.org/badges/sentometrics?color=ff69b4)](https://www.r-pkg.org/pkg/sentometrics)
[![Downloads](https://cranlogs.r-pkg.org/badges/grand-total/sentometrics?color=ff69b4)](https://www.r-pkg.org/pkg/sentometrics)
<!-- badges: end -->

# sentometrics <a href='https://www.sentometrics.org'><img src='man/figures/logo.png' style="padding-left:2px" align="right" width="160"/></a>
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