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Incentive Accuracy Control Overall wo 1st Q B 141209.R
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Incentive Accuracy Control Overall wo 1st Q B 141209.R
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## SciCast Brier Scores
## Imitation of Stratman's method for binary questions
##
## Modified 2014-12-22 by kolson to fix a bug in carrying forward old estimates:
## Some had failed to carry forward; this seems to have been the main source of
## the discrepancy between our previous scores and Steve's.
#
# First run Get_Data.R.
start <- Sys.time()
print("Control Accuracy calculations started")
length(tat)
tat[tat<expChange1] <- NA
length(tat)
goodB <-complete.cases(tat)
sum(!goodB)
tat<-tat[goodB];tit<-tit[goodB]; pit<-pit[goodB]; qit<-qit[goodB]; nvt<-nvt[goodB]; ovt<-ovt[goodB]; ast<-ast[goodB]; apot<-apot[goodB]
cit<-cit[goodB]; rst<-rst[goodB]; mdt<-mdt[goodB]; asqt<-asqt[goodB]; asot<-asot[goodB]
length(tat)
#lp <- length(pip)
# Market Accuracy
# Binary and ordered means continuous; it makes no difference to BS, but it does make a difference on "poco" and "hit".
# ONLY binary for Stratman.
ctq <- qn$categories; orq <- qn$is_ordered; orq <- as.double(orq); rvq <- qn$resolution_value_array; svt <- rvqt <- rvqat<- array(rep(0,length(tat)*40),c(length(tat),40)); roqt <- roqat <-rep(-1,length(tat))
#rsq <- levels(factor(qiq[raq<=Sys.time()&caq>tstart]))
rsqExpB <- rsq[which(rsq%in%controlSet)]
# Weight forecasts by how long they endure. Average over questions. THIS IS NOT WHAT STEVE STRATMAN DOES, but it's close.
acun <- acop <- nfqu <- acquCon <- rep(2,length(rsqExpB)); pocosCon <- pocou <- pocoop <- hitCon <- hitop <- rep(0,length(rsqExpB)); ra <- rep(tstart,length(rsqExpB))#; ra <- rep(as.POSIXct("2013-11-25 00:00:00 EST"),length(rsqExpB))
base <- tstart-28*24*60*60
for (q in 1:length(rsqExpB)) {
#for (q in 85:85) {
ra[q] <- raq[qiq==rsqExpB[q]]
# Uses as question start date the first day on which there was a valid safe mode forecast placed!
#astart <- min(tat[qit==rsq[q] &mdt==1 &asqt<0])
astart <- min(tat[qit==rsq[q] &asqt<0])
w <- which(tat%in%tat[tat>=expStart &tat<expStop &qit==rsqExpB[q] &asqt%in%c(-1,rsqExpB) &asot==roqat])
time <- c(tat[w],ra[q]); or <- order(time); time <- time[or]
lt <- length(time); nfqu[q] <- lt-1
tmp1 <- as.double(strsplit(strsplit(strsplit(as.character(rvq[qiq==rsqExpB[q]]),"[",fixed=T)[[1]][2],"]",fixed=T)[[1]],",")[[1]])
ac <- acd <- act <- rep(2,lt); pocot <- hitt <- rep(0,lt)
# Pretend the first trade came after 1 hour because we don't have a record of how long the questions were paused after being published.
acd[1] <- time[1]-base -(time[1]-60*60-base)
pocot[1] <- pocou[q] <- 1/length(tmp1)
if (lt>1) {
for (t in 1:(lt-1)) {
acd[t+1] <- time[t+1]-base -(time[t]-base)
tmp2 <- as.double(strsplit(as.vector(nvt[w])[or[t]],",")[[1]])
b <- which(tmp1==max(tmp1))
}
}
if (clq[qiq==rsqExpB[q]]=="ordered multinomial") {
actt <-rep(0,length(tmp1)-1)
for (o in 1:(length(tmp1)-1)) {
actt[o] <- 2*(o/length(tmp1)-sum(tmp1[1:o]))^2
}
act[1] <- acun[q] <- sum(actt)/(length(tmp1)-1)
#print(actt)
#print(acqu[q])
if (lt>1) {
for (t in 1:(lt-1)) {
tmp2 <- as.double(strsplit(as.vector(nvt[w])[or[t]],",")[[1]])
#print(tmp2)
actt <-rep(0,length(tmp1)-1)
for (o in 1:(length(tmp1)-1)) {
actt[o] <- 2*(sum(tmp2[1:o])-sum(tmp1[1:o]))^2
}
act[t+1] <- sum(actt)/(length(tmp1)-1)
if (length(tmp1)>2) {
pocot[t+1] <- mean(tmp2[b])
if (mean(which(tmp2==max(tmp2)))%in%b) {hitt[t+1] <- 1}
}
else {
pocot[t+1] <- NA
hitt[t+1] <- NA
}
}
}
#print (c(rsqExpB[q],"ordered",tmp1,"-", act[t+1]))
}
if (clq[qiq==rsqExpB[q]]=="unordered multinomial") {
act[1] <- acun[q] <- (length(tmp1)-1)*(1/length(tmp1))^2+(1-1/length(tmp1))^2
if (lt>1) {
for (t in 1:(lt-1)) {
tmp2 <- as.double(strsplit(as.vector(nvt[w])[or[t]],",")[[1]])
act[t+1] <- sum( (tmp2-tmp1)^2 )
pocot[t+1] <- mean(tmp2[b])
if (mean(which(tmp2==max(tmp2)))%in%b) {hitt[t+1] <- 1}
}
}
#print (c(rsqExpB[q],"unordered",tmp1,"-", act[t+1]))
}
if (clq[qiq==rsqExpB[q]]=="binary") {
act[1] <- acun[q] <- (length(tmp1)-1)*(1/length(tmp1))^2+(1-1/length(tmp1))^2
if (lt>1) {
for (t in 1:(lt-1)) {
tmp2 <- as.double(strsplit(as.vector(nvt[w])[or[t]],",")[[1]])
act[t+1] <- sum( (tmp2-tmp1)^2 )
pocot[t+1] <- mean(tmp2[b])
if (mean(which(tmp2==max(tmp2)))%in%b) {hitt[t+1] <- 1}
}
}
#print (c(rsqExpB[q],"binary",tmp1,"-", act[t+1]))
}
if (clq[qiq==rsqExpB[q]]=="scaled") {
act[1] <- acun[q] <- (length(tmp1)-1)*(1/length(tmp1))^2+(1-1/length(tmp1))^2
if (lt>1) {
for (t in 1:(lt-1)) {
tmp2 <- as.double(strsplit(as.vector(nvt[w])[or[t]],",")[[1]])
act[t+1] <- sum( (tmp2-tmp1)^2 )
pocot[t+1] <- mean(tmp2[b])
if (mean(which(tmp2==max(tmp2)))%in%b) {hitt[t+1] <- 1}
}
}
#print (c(rsqExpB[q],"scaled",tmp1,"-", act[t+1]))
}
if (clq[qiq==rsqExpB[q]]=="shares") {
act[1] <- acun[q] <- (length(tmp1)-1)*(1/length(tmp1))^2+(1-1/length(tmp1))^2
if (lt>1) {
for (t in 1:(lt-1)) {
tmp2 <- as.double(strsplit(as.vector(nvt[w])[or[t]],",")[[1]])
act[t+1] <- sum( (tmp2-tmp1)^2 )
pocot[t+1] <- mean(tmp2[b])
if (mean(which(tmp2==max(tmp2)))%in%b) {hitt[t+1] <- 1}
}
}
#print (c(rsqExpB[q],"shares",tmp1,"-", act[t]))
}
#print (c(tmp1, acqu[q]))
acquCon[q] <- sum(act*acd)/sum(acd)
pocosCon[q] <-sum(pocot*acd)/sum(acd)
hitCon[q] <- sum(hitt*acd)/sum(acd)
}
duration <- as.double(difftime(Sys.time(),start,units="sec")) #reports time to retrieve files
print ("Control Accuracy Calcuations Complete")
print(duration)