Package: braggR 0.1.1
braggR: Calculate the Revealed Aggregator of Probability Predictions
Forecasters predicting the chances of a future event may disagree due to differing evidence or noise. To harness the collective evidence of the crowd, Ville Satopää (2021) "Regularized Aggregation of One-off Probability Predictions" <https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3769945> proposes a Bayesian aggregator that is regularized by analyzing the forecasters' disagreement and ascribing over-dispersion to noise. This aggregator requires no user intervention and can be computed efficiently even for a large numbers of predictions. The author evaluates the aggregator on subjective probability predictions collected during a four-year forecasting tournament sponsored by the US intelligence community. The aggregator improves the accuracy of simple averaging by around 20% and other state-of-the-art aggregators by 10-25%. The advantage stems almost exclusively from improved calibration. This aggregator -- know as "the revealed aggregator" -- inputs a) forecasters' probability predictions (p) of a future binary event and b) the forecasters' common prior (p0) of the future event. In this R-package, the function sample_aggregator(p,p0,...) allows the user to calculate the revealed aggregator. Its use is illustrated with a simple example.
Authors:
braggR_0.1.1.tar.gz
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braggR.pdf |braggR.html✨
braggR/json (API)
# Install 'braggR' in R: |
install.packages('braggR', repos = c('https://satopaa.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 3 years agofrom:a3de813c9e. Checks:OK: 9. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Nov 19 2024 |
R-4.5-win-x86_64 | OK | Nov 19 2024 |
R-4.5-linux-x86_64 | OK | Nov 19 2024 |
R-4.4-win-x86_64 | OK | Nov 19 2024 |
R-4.4-mac-x86_64 | OK | Nov 19 2024 |
R-4.4-mac-aarch64 | OK | Nov 19 2024 |
R-4.3-win-x86_64 | OK | Nov 19 2024 |
R-4.3-mac-x86_64 | OK | Nov 19 2024 |
R-4.3-mac-aarch64 | OK | Nov 19 2024 |
Exports:sample_aggregator
Dependencies:Rcpp
Readme and manuals
Help Manual
Help page | Topics |
---|---|
Revealed Aggregator | sample_aggregator |