braggR
0.1.1Calculate the Revealed Aggregator of Probability Predictions
Overview
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.
Install
Health
- NOTE r-devel-linux-x86_64-debian-clang
- NOTE r-devel-linux-x86_64-debian-gcc
- NOTE2026-04-2212 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- ERROR2026-04-1811 OK · 2 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
- NOTE2026-03-1012 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- 60%
- Return-value docs
- 100%
- References docs
- 0%
Downloads
Dependencies
Nothing depends on this yet.
Code & Tests
People & History
2 releases. Pick two to compare their code metrics. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- 0.1.1Latest
- RR 4.1.0 released · 2021-05-18
- 0.1.02021-04-23
- RR 4.0.0 released · 2020-04-24
Package metadata
- First published
- 2021-04-23
- Total releases
- 2 / 5 yrs
- License
- GPL-2 OSI
- Download size
- 8.0 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet