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Get expected goals from probabilities
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# library(implied) | |
# | |
# dta <- read.csv('E0.csv') | |
# | |
# # Convert bookmaker odds to probabilities. | |
# imp <- implied_probabilities(dta[,c('B365H', 'B365D', 'B365A')], method='power') | |
# prob_mat <- imp$probabilities | |
# | |
# # Convert probabilities to expected goals. | |
# expg_res <- expg_from_probabilities(prob_mat) | |
lambda_sq_error <- function(lambda_pars, trgt_probs, maxgoals=25){ | |
lambda_pars <- exp(lambda_pars) # trick to avoid negaive lambda parameters. | |
hda_probs <- numeric(3) | |
probmat <- dpois(0:maxgoals, lambda=lambda_pars[1]) %o% dpois(0:maxgoals, lambda=lambda_pars[2]) | |
hda_probs[2] <- sum(diag(probmat)) | |
hda_probs[1] <- sum(probmat[lower.tri(probmat)]) | |
hda_probs[3] <- 1 - sum(hda_probs[1:2]) | |
sum((hda_probs - trgt_probs)^2) | |
} | |
# Estimate the expected goals from win-draw-lose probabilities. | |
expg_from_probabilities <- function(probabilities){ | |
if (!is.matrix(probabilities)){ | |
probabilities <- matrix(probabilities, nrow=1, | |
dimnames = list(NULL, names(probabilities))) | |
} | |
stopifnot(ncol(probabilities) == 3) | |
expg <- matrix(ncol=2, nrow=nrow(probabilities)) | |
sq_errors <- numeric(nrow(probabilities)) | |
for (ii in 1:nrow(probabilities)){ | |
optim_res <- optim(c(0, 0), fn=lambda_sq_error, trgt_prob=probabilities[ii,]) | |
expg[ii,] <- exp(optim_res$par) | |
sq_errors[ii] <- optim_res$value | |
} | |
out <- list(expg = expg, sq_errors=sq_errors) | |
return(out) | |
} |
I am not familiar with javascript programming.
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I need help implementing this in javascript.
Can you write up a js version?
Thanks.