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: 2021-05-29 12:57:04 UTC; ville.satopaa
Author: Ville Satopää [aut, cre, cph]
Maintainer: Ville Satopää <ville.satopaa@gmail.com>
Repository: CRAN
Date/Publication: 2021-05-29 13:10:02 UTC
Built: R 4.6.0; aarch64-apple-darwin23; 2026-04-25 17:13:40 UTC; unix
Archs: braggR.so.dSYM
