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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.
Getting started
Browse package contents
Package details |
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| Author | Bradley Rava, Peter Radchenko, and Gareth M. James |
| Maintainer | Bradley Rava <brava@marshall.usc.edu> |
| License | GPL-3 |
| Version | 0.1.2 |
| URL | <http://faculty.marshall.usc.edu/gareth-james/Research/Probs.pdf> |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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