elora

Elo regressor algorithm (elora)

elora is a simple paired comparison model, loosely based on the Bradley-Terry model, that regresses sequential comparison data with continuous (non-categorical) response variables.

Quick start

Requirements: Python 2.7 or 3.3+ with numpy and scipy.

Install the latest release with pip:

pip install elora

Example usage:

import pkgutil
import numpy as np
from elora import Elora

# the package comes pre-bundled with an example dataset
pkgdata = pkgutil.get_data('elora', 'nfl.dat').splitlines()
dates, teams_home, scores_home, teams_away, scores_away = zip(
    *[l.split() for l in pkgdata[1:]])

# define a binary comparison statistic
spreads = [int(h) - int(a) for h, a
    in zip(scores_home, scores_away)]

# subclass the elora estimator to modify default behavior (optional)
class EloraNFL(Elora):
    def regression_coeff(self, elapsed_time):
        elapsed_days = elapsed_time / np.timedelta64(1, 'D')
        return .6 if elapsed_days > 90 else 1

# instantiate the estimator class object
nfl_spreads = EloraNFL(0.07, scale=13.5, commutes=False)

# fit the estimator to the training data
nfl_spreads.fit(dates, teams_home, teams_away, spreads)

# specify a comparison time
time = nfl_spreads.last_update_time

# predict the mean outcome at that time
mean = nfl_spreads.mean(time, 'CLE', 'KC')
print('CLE VS KC: {}'.format(mean))

# rank nfl teams at end of 2018 regular season
rankings = nfl_spreads.rank(time)
for team, rank in rankings:
    print('{}: {}'.format(team, rank))

User guide

Technical info