neymanAggCalc {aggutils} | R Documentation |
Takes the arithmetic mean of the log odds of the forecasts, then extremizes the mean by a factor d, where d is
(n*(sqrt((3n^2) - (3n) + 1) - 2))/(n^2 - n - 1)
where n is the number of forecasts.
neymanAggCalc(x)
x |
Vector of forecasts in 0 to 100 range (%) |
(numeric) The extremized mean of the vector
Neyman, E. and Roughgarden, T. (2021). Are you smarter than a random expert? The robust aggregation of substitutable signals: doi:10.1145/3490486.3538243. Also Jaime Sevilla's EAF post “Principled extremizing of aggregated forecasts."