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Custom aggregation in `ctr_agg`

Open HanjoStudy opened this issue 4 years ago • 0 comments

Hi, would it be possible to implement a custom aggregation method in the ctr_agg function?

At the moment my data is quarterly (GDP and PCE).

[1] "2000-02-01" "2000-05-01" "2000-08-01" "2000-11-01"

The mental model could perhaps look something like:

library(sentometrics)

data("usnews", package = "sentometrics")

aggr_date <- lubridate::floor_date(as.Date(usnews$date), "month")
# OR
aggr_date <- seq.Date(as.Date("2000-02-01"), as.Date("2017-05-01"), by = "3 months")
ctrAgg <- ctr_agg(howWithin = "TFIDF",
                  howTime = c("equal_weight", "linear"),
                  do.ignoreZeros = TRUE,
                  by = "custom", # Specify custom list of dates
                  do.byCustom = aggr_date, # Provide custom list of date breaks
                  fill = "zero",
                  lag = 12,
                  nCore = parallel::detectCores() -1)

HanjoStudy avatar Aug 19 '20 15:08 HanjoStudy