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The Naturalists, Romantics, and Realists all have several factors or beliefs which identify them as belonging to that particular group. For instance, the Naturalists (an outgrowth of the Realists) tend to focus on human nature as it applies to animal instinct--people caught up in the forces of nature or society that are beyond their control. Because of this, the stories are more focused on the characters themselves and the instincts and changes in them than on the plot--The Red Badge of Courage is a good example. Their approach is very "facts-only", heavy in detail. Romantics focus more on imagination, love of nature, a focus on the self and individual, a fascination with the supernatural or mysterious, a yearning for the exotic, more emotion than reason. Coleridge and Keats are good examples, as well as Bryant's "Thanatopsis" and anything by Poe. Realists attempted to produce literature that represents ordinary life as it is actually lived. It was largely a rebellion against the Romantics. The Realists focused more on middle and lower class people with a more objective focus. "Under the Lion's Paw" is a good example. In order to understand the work, you need to be familiar with the movement and be able to detect those factors.
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