aggutils

Utilities for Aggregating Probabilistic Forecasts

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>).

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