aggutils
From MaRDI portal
Aggutils
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>).
- Are You Smarter Than a Random Expert? The Robust Aggregation of Substitutable Signals
- Skew-adjusted extremized-mean: A simple method for identifying and learning from contrarian minorities in groups of forecasters.
This page was built for software: aggutils
