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

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. (2017) <>.

Version: 0.4
Depends: R (≥ 3.3.0), data.table
Imports: utils, stats, quanteda, stringi, zoo, abind, glmnet, caret, compiler, Rcpp (≥ 0.12.13), RcppRoll, ggthemes, ISOweek, MCS, ggplot2, parallel, foreach, doParallel
LinkingTo: Rcpp, RcppArmadillo
Suggests: testthat, e1071, randomForest
Published: 2018-05-28
Author: David Ardia [aut], Keven Bluteau [aut], Samuel Borms [aut, cre], Kris Boudt [aut]
Maintainer: Samuel Borms <samuel.borms at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Citation: sentometrics citation info
Materials: README NEWS
CRAN checks: sentometrics results


Reference manual: sentometrics.pdf
Package source: sentometrics_0.4.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X binaries: r-release: sentometrics_0.4.tgz, r-oldrel: sentometrics_0.3.5.tgz
Old sources: sentometrics archive


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