hd_trim

From Powell et al. (2022) tools:::Rd_expr_doi("10.1037/dec0000191"). You find
the shortest interval containing (1-p) * 100% of the data and take the mean
of the forecasts within that interval.

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) <doi:10.1145/3490486.3538243>), and "high-density trimmed
mean" (Powell et al. (2022) <doi:10.1037/dec0000191>).

Molly Hickman

aggutils

Utilities for Aggregating Probabilistic Forecasts

Zach Jacobs

hd_trim function

<dl><dt>x</dt>
<dd>Vector of forecasts in 0 to 100 range (%)</dd>
<dt>p</dt>
<dd>The proportion of forecasts to trim (between 0 and 1)</dd></dl>

Arguments

Highest-Density Trimmed Mean — hd_trim

<dl>

<dt>x</dt>
<dd>Vector of forecasts in 0 to 100 range (%)</dd>


<dt>p</dt>
<dd>The proportion of forecasts to trim (between 0 and 1)</dd>

</dl>

hd_trim: Highest-Density Trimmed Mean

Description

Usage

Value

Arguments