fix: add submodule
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parent
ec2dba83e3
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[submodule "src/aggregation"]
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path = src/aggregation
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url = ./src/aggregation/
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2
index.js
2
index.js
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@ -5,7 +5,7 @@ import {
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geometricMeanOfOdds,
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geometricMeanOfOdds,
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extremizedGeometricMeanOfOdds,
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extremizedGeometricMeanOfOdds,
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neyman,
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neyman,
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} from "@forecasting/aggregation";
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} from "./src/aggregation/index.js";
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export {
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export {
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median,
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median,
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13
node_modules/.package-lock.json
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node_modules/.package-lock.json
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{
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"name": "forecasting",
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"version": "0.0.1",
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"lockfileVersion": 2,
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"requires": true,
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"packages": {
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"node_modules/@forecasting/aggregation": {
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"version": "0.0.1",
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"resolved": "https://registry.npmjs.org/@forecasting/aggregation/-/aggregation-0.0.1.tgz",
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"integrity": "sha512-N6NwJaHioyJQZwjvbNYQCknegrQoWne5I1TILA0jSu+8xkCIN+16cYumc1hZSYAKTzfBsiQWXZbuubfVMpgXFg=="
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}
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}
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}
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55
node_modules/@forecasting/aggregation/README.md
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node_modules/@forecasting/aggregation/README.md
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## About
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![](decision-method.png)
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This package contains a series of utilities for forecast aggregation. It is currently in _alpha_, meaning that the code itself works, but there isn't error checking.
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For an introduction to different aggregation methods, see Jaime Sevilla's [Aggregation](https://forum.effectivealtruism.org/s/hjiBqAJNKhfJFq7kf) series. For an explanation of the neyman method, see [here](https://forum.effectivealtruism.org/s/hjiBqAJNKhfJFq7kf/p/biL94PKfeHmgHY6qe).
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## Built with
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- vanilla javascript
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- [Best readme template](https://github.com/othneildrew/Best-README-Template)
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## Getting started
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### Installation
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```sh
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npm install @forecasting/aggregation
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```
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### Usage
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```js
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import {
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median,
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arithmeticMean,
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geometricMean,
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geometricMeanOfOdds,
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extremizedGeometricMeanOfOdds,
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neyman,
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} from "@forecasting/aggregation";
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let ps = [0.1, 0.2, 0.4, 0.5];
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console.log(ps);
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console.log(median(ps));
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console.log(arithmeticMean(ps));
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console.log(geometricMean(ps));
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console.log(geometricMeanOfOdds(ps));
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console.log(extremizedGeometricMeanOfOdds(ps, 1.5)); // 1.5 is the extremization factor
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console.log(extremizedGeometricMeanOfOdds(ps, 2.5));
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console.log(neyman(ps));
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```
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## Roadmap
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- [ ] validate probabilities (must be 0<= p <=1)
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- [ ] Decide on a return type if probabilities are not validated (-1? / null?)
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- [ ] Write wrapper code for validation
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- [ ] Validate that array.length > 0
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- [ ] add weighting? by recency?
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- [ ] filter outliers?
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- [ ] Write documentation
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- [ ] Do another repository for scoring methods
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BIN
node_modules/@forecasting/aggregation/decision-method.png
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node_modules/@forecasting/aggregation/decision-method.png
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64
node_modules/@forecasting/aggregation/index.js
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node_modules/@forecasting/aggregation/index.js
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// Helpers
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const sum = (array) => array.reduce((a, b) => a + b, 0);
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const probabilityToOdds = (p) => p / (1 - p);
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const oddsToProbability = (o) => o / (1 + o);
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// Main functions
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export const median = (array) => {
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// needs validation array not empty
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let midway = Math.floor(array.length);
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let arrayToBeSorted = [...array];
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// sorting mutates the array, which I am averse to
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let arraySorted = arrayToBeSorted.sort((a, b) => a - b);
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if (midway % 2) {
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return arraySorted[midway];
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} else {
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return (arraySorted[midway - 1] + arraySorted[midway]) / 2;
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}
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};
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export const arithmeticMean = (array) => {
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let result = sum(array) / array.length;
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return result;
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};
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export const geometricMean = (array) => {
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// sum of logs seems more numerically stable than multiplying a lot of numbers 0<=p<=1
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let arrayAsLog = array.map((p) => Math.log(p));
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let sumOfLogs = sum(arrayAsLog) / arrayAsLog.length;
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let result = Math.exp(sumOfLogs);
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return result;
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};
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export const geometricMeanOfOdds = (array) => {
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let arrayOfOdds = array.map((p) => probabilityToOdds(p));
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let arrayOfLogsOfOdds = arrayOfOdds.map((p) => Math.log(p));
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let sumOfLogsOfOdds = sum(arrayOfLogsOfOdds) / arrayOfLogsOfOdds.length;
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let geomMeanOfOdds = Math.exp(sumOfLogsOfOdds);
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let result = oddsToProbability(geomMeanOfOdds);
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return result;
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};
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export const extremizedGeometricMeanOfOdds = (
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array,
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extremizationParameter = 1.5
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) => {
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let arrayOfOdds = array.map((p) => probabilityToOdds(p));
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let arrayOfLogsOfOdds = arrayOfOdds.map((p) => Math.log(p));
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let extremizedSumOfLogsOfOdds =
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(extremizationParameter * sum(arrayOfLogsOfOdds)) /
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arrayOfLogsOfOdds.length;
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let extremizedGeomMeanOfOdds = Math.exp(extremizedSumOfLogsOfOdds);
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let result = oddsToProbability(extremizedGeomMeanOfOdds);
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return result;
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};
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export const neyman = (array) => {
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let n = array.length;
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let d =
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(n * (Math.sqrt(3 * Math.pow(n, 2) - 3 * n + 1) - 2)) /
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(Math.pow(n, 2) - n - 1);
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let result = extremizedGeometricMeanOfOdds(array, d);
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return result;
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};
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18
node_modules/@forecasting/aggregation/package.json
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node_modules/@forecasting/aggregation/package.json
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{
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"name": "@forecasting/aggregation",
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"version": "0.0.1",
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"description": "Forecasting aggregation utilities",
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"main": "index.js",
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"scripts": {
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"test": "node test.js"
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},
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"keywords": [
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"forecasting",
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"aggregation",
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"prediction",
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"prediction",
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"markets"
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],
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"author": "Nuño Sempere",
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"license": "MIT"
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}
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19
node_modules/@forecasting/aggregation/tests.js
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node_modules/@forecasting/aggregation/tests.js
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import {
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median,
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arithmeticMean,
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geometricMean,
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geometricMeanOfOdds,
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extremizedGeometricMeanOfOdds,
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neyman,
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} from "./index.js";
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let ps = [0.1, 0.2, 0.4, 0.5];
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console.log(ps);
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console.log(median(ps));
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console.log(arithmeticMean(ps));
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console.log(geometricMean(ps));
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console.log(geometricMeanOfOdds(ps));
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console.log(extremizedGeometricMeanOfOdds(ps, 1.5));
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console.log(extremizedGeometricMeanOfOdds(ps, 2.5));
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console.log(neyman(ps));
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1
src/aggregation
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1
src/aggregation
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Subproject commit 359897cc5221b0f6ee2f428484daa05253a94364
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