Utilities for Aggregating Probabilistic Forecasts
Description
Provides several methods for aggregating probabilistic forecasts. You have a group of
people who have made probabilistic forecasts for the same event. You want to take advantage of
the "wisdom of the crowd" and combine these forecasts in some sensible way. This package
provides implementations of several strategies, including geometric mean of odds, an extremized
aggregate (Neyman, Roughgarden (2021) ), and "high-density trimmed
mean" (Powell et al. (2022) ).