winning
Solves the horse race problem in both directions. Infers relative ability from win probabilities (or betting dividends) for contests whose entrants share a common performance distribution, with dead heats handled exactly, by the lattice fixed-point algorithm of Cotton (2021) <doi:10.1137/19M1276261>. Also computes all N win probabilities of a factor-structured Gaussian race (multinomial probit with low-rank-plus-diagonal covariance) in one shared-lattice pass of O(Q*N*L) operations, and inverts observed shares to abilities by a damped Newton method with analytic slopes. A dependency-free base-R port of the reference python package 'winning'. Performances are times: lowest wins.
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