neymanAggCalc

Takes the arithmetic mean of the log odds of the forecasts,
then extremizes the mean by a factor d, where d is
(n*(sqrt((3n^2) - (3n) + 1) - 2))/(n^2 - n - 1)
where n is the number of forecasts.

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

neymanAggCalc function

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

Arguments

Neyman Aggregation (Extremized) — neymanAggCalc

<dl>

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

</dl>

neymanAggCalc: Neyman Aggregation (Extremized)

Description

Usage

Value

Arguments

References