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 |
| Reference manual: | ecap.pdf |
| Vignettes: |
Tutorial to the ECAP Package in R |
| 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: ecap_0.1.2.tgz, r-oldrel: ecap_0.1.2.tgz |
| Old sources: | ecap archive |
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