Add predictions of partial orders

[BenoitLondon]

Would be handy to be able to predict the place/show and other partial rankings probabilities like top 2/3 in order/disorder, matchups for horse racing betting from the model output and a new dataset

[shabbychef]

While not well documented, you want the erank option for predict. Here is example usage:

# fit model based on pre-1990 data 
library(ohenery)
data(best_picture)
best_picture %<>%
  mutate(place=ifelse(winner,1,2)) %>%
  mutate(weight=ifelse(winner,1,0)) %>%
  mutate(in_sample=year < 1990) %>%
  arrange(year,place)

train_data <- best_picture %>%
  filter(in_sample)
test_data <- best_picture %>%
  filter(!in_sample)

fmla <- place ~ nominated_for_BestDirector + nominated_for_BestActor + nominated_for_BestActress + nominated_for_BestFilmEditing + Drama + Romance + Comedy

# fit in sample
mod <- harsm(fmla,data=train_data,group=year,weights=weight) 
# predict out of sample
expected_place <- predict(mod,test_data,type='erank',group=year)

# plot them.
library(ggplot2)
test_data %>%
  mutate(ep=expected_place) %>%
  ggplot(aes(ep,place)) +
  geom_point()

[shabbychef]

The expected ranks are exactly that: expected values. If you want to convert them to integers, you can do that with data wrangling. That is, group by the race then call rank. Note that rank has to guess how to deal with ties. Continuing the example above:

test_data %>%
  mutate(ep=expected_place) %>%
  group_by(year) %>%
    mutate(int_place=rank(ep)) %>%
  ungroup() 

The int_place here are not all integers, as there is a tie observed in the forecasts. You will have to decide what to do in case of a tie.

[shabbychef]

I think this is already implemented, but feel free to reopen.

[shabbychef]

Sorry, I forgot there is a wrinkle with expected ranks under the Henery model. The code will spit out somewhat nonsensical numbers for expected ranks when fit with hensm. (The above example with harsm is fine.) Follow that thread at issue #2 .

[BenoitLondon]

Hi! thanks I saw erank but AFAIU expected rank doesn't give the probability to finish at each rank. say I want the probability to finish in top2?

[shabbychef]

Ah, I see. Currently you can get back the probability of first place via:

hmod <- hensm(fmla,data=train_data,group=year,weights=weight) 
eprob <- predict(hmod,test_data,type='mu',group=year)

But that is not helpful for place or show bets. Reopening.