Package: braggR
Type: Package
Title: Calculate the Revealed Aggregator of Probability Predictions
Version: 0.1.1
Authors@R: 
    c(person(given = "Ville",
             family = "Satopää",
             email = "ville.satopaa@gmail.com",
             role = c("aut", "cre", "cph")))
Description: 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.
License: GPL-2
Copyright: (c) Ville Satopaa
Encoding: UTF-8
RoxygenNote: 7.1.1
LinkingTo: Rcpp
Imports: Rcpp
Suggests: testthat (>= 3.0.0)
Config/testthat/edition: 3
NeedsCompilation: yes
Packaged: 2026-07-06 09:53:34 UTC; root
Author: Ville Satopää [aut, cre, cph]
Maintainer: Ville Satopää <ville.satopaa@gmail.com>
Repository: https://satopaa.r-universe.dev
Date/Publication: 2021-05-29 12:10:02 UTC
RemoteUrl: https://github.com/cran/braggR
RemoteRef: HEAD
RemoteSha: a3de813c9e20ef2b9a6de730427570d5e72c8f74