ECAP - Excess Certainty Adjusted Probability
Project description
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. A tutorial is included / is available at my github url <https://github.com/bradleyrava/ecap-python>. Please review the full paper for detailed information about the ecap prodecure <http://faculty.marshall.usc.edu/gareth-james/Research/Probs.pdf>.
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