ecap: Excess Certainty Adjusted Probability Estimate

Implements the Excess Certainty Adjusted Probability adjustment procedure as described in the paper "Irrational Exuberance: Correcting Bias in Probability Estimates" by Gareth James, Peter Radchenko, and Bradley Rava (Journal of the American Statistical Association, 2020; <arXiv:1910.13570>). The package includes a function that preforms the ECAP adjustment and a function that estimates the parameters needed for implementing ECAP. For testing and reproducibility, the ESPN and FiveThirtyEight data used in the paper are also included.

Version: 0.1.0
Depends: splines (≥ 3.6.0), quadprog (≥ 1.5.7), ggplot2, R (≥ 3.5.0)
Suggests: knitr, rmarkdown, testthat (≥ 2.1.0)
Published: 2020-06-29
Author: Bradley Rava, Peter Radchenko, and Gareth M. James
Maintainer: Bradley Rava <brava at marshall.usc.edu>
License: MIT + file LICENSE
URL: <http://faculty.marshall.usc.edu/gareth-james/Research/Probs.pdf>
NeedsCompilation: no
Materials: NEWS
CRAN checks: ecap results

Downloads:

Reference manual: ecap.pdf
Vignettes: Tutorial to the ECAP Package in R
Package source: ecap_0.1.0.tar.gz
Windows binaries: r-devel: ecap_0.1.0.zip, r-release: not available, r-oldrel: ecap_0.1.0.zip
macOS binaries: r-release: not available, r-oldrel: ecap_0.1.0.tgz

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