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; <doi:10.1080/01621459.2020.1787175>). 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: 0.1.2
Depends: splines (≥ 3.6.0), quadprog (≥ 1.5.7), ggplot2, R (≥ 3.5.0)
Suggests: knitr, rmarkdown, testthat (≥ 2.1.0)
Published: 2020-07-23
Author: Bradley Rava, Peter Radchenko, and Gareth M. James
Maintainer: Bradley Rava <brava at marshall.usc.edu>
License: GPL-3
URL: <http://faculty.marshall.usc.edu/gareth-james/Research/Probs.pdf>
NeedsCompilation: no
Materials: NEWS
CRAN checks: ecap results

Documentation:

Reference manual: ecap.pdf
Vignettes: Tutorial to the ECAP Package in R

Downloads:

Package source: ecap_0.1.2.tar.gz
Windows binaries: r-devel: ecap_0.1.2.zip, r-release: ecap_0.1.2.zip, r-oldrel: ecap_0.1.2.zip
macOS binaries: r-release (arm64): ecap_0.1.2.tgz, r-release (x86_64): ecap_0.1.2.tgz, r-oldrel: ecap_0.1.2.tgz
Old sources: ecap archive

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