Krach Implementation in R

[octonion]

KRACH is a Bradley-Terry model, so it's essentially one line of code if you have the BradleyTerry2 library installed. Here's an example for NCAA hockey - I pull the data in from a PostgreSQL database, but you could just as easily pull it in from a CSV file.

                            ability      s.e.
Quinnipiac              1.687042594 0.4015617
Massachusetts-Lowell    1.480098569 0.4152627
Minnesota               1.428503522 0.3987337
Yale                    1.115338226 0.3989082
Miami                   1.114307264 0.3874483
Notre Dame              1.109912670 0.3905815
Boston College          1.091836391 0.4111990
St. Cloud State         1.079314965 0.3940719
New Hampshire           1.073435003 0.4045978
Minnesota State         1.060248659 0.3939826
North Dakota            1.049186531 0.3850639
Denver                  1.021083095 0.3894451
Wisconsin               0.977117172 0.3930831
Union                   0.970033316 0.3846626
Boston University       0.858155343 0.4045506
Providence              0.844498240 0.4066967
Western Michigan        0.836673102 0.3925581
Rensselaer              0.805906367 0.3886128
Colorado College        0.682153112 0.3829429
Brown                   0.643506424 0.3950588
Dartmouth               0.606402213 0.4027125
Cornell                 0.601177557 0.3986595
Niagara                 0.507046057 0.3407573
St. Lawrence            0.506592196 0.3896454
Nebraska-Omaha          0.501670266 0.4004176
Ohio State              0.484634063 0.3854241
Ferris State            0.458902800 0.3898522
Alaska                  0.453101532 0.3881356
Michigan                0.427716979 0.3881034
Merrimack               0.396491819 0.4009867
Northern Michigan       0.339530527 0.3929070
Colgate                 0.227082295 0.3924409
Bowling Green           0.219074108 0.3808444
Vermont                 0.190351117 0.4109112
Massachusetts           0.162663066 0.4136942
Lake Superior           0.157525549 0.3945560
Maine                   0.155738166 0.4019846
Minnesota-Duluth        0.154744103 0.4022561
Robert Morris           0.135182555 0.3384038
Michigan Tech           0.127051859 0.4025306
Princeton               0.088151020 0.4179692
Holy Cross              0.063385350 0.3443918
Michigan State          0.035728909 0.3856090
Connecticut             0.028681519 0.3442945
Harvard                 0.001044263 0.4123571
Air Force               0.000000000 0.0000000
Clarkson               -0.087168523 0.3859485
Mercyhurst             -0.093427249 0.3285750
Canisius               -0.124904828 0.3173180
Penn State             -0.260184132 0.3994084
Northeastern           -0.321786574 0.4311376
RIT                    -0.341212033 0.3342737
Bemidji State          -0.390893122 0.4180260
Alaska-Anchorage       -0.665342193 0.4231321
American International -0.688257125 0.3544133
Bentley                -0.873450718 0.3580658
Army                   -1.320134678 0.3763609
Sacred Heart           -2.358840449 0.4537438
Alabama-Huntsville     -2.443111193 0.6618266

https://github.com/octonion/hockey/tree/master/uscho_krach

 

[Craig P.]

Re: Krach Implementation in R

Those numbers don't look right. There should not be negative ratings.

 

[Patman]

Those numbers don't look right. There should not be negative ratings.

He used a logistic regression but didn't transform back.

Further, if somebody knows R then doing KRACH is not hard. The nice reality of KRACH is that the particular contrasts used allows a side-step of the Jacobian matrix.

Exponentiate by e^x and its correct

 

[goblue78]

Re: Krach Implementation in R

I was going to make a joke about negative KRACH ratings but Patman went ahead and cleared it up. So instead I'll make the point that the biggest (KRACH-based) upset of the year is of course AIC over QU, about a 9 percent probability. I suspect if you ask most people they'd think the probability was a lot lower than that. If teams' schedules mixed better, you'd get several upsets like that every single year.

 

[Wisko McBadgerton]

Re: Krach Implementation in R

I was going to make a joke about negative KRACH ratings but

I'm a little sad now because I bet it was going to be hilarious!

 

[octonion]

Re: Krach Implementation in R

Different scale; take the exponential and you have the power ratings for the teams. Here's an article and simpler code:

http://angrystatistician.blogspot.com/2013/04/lunchtime-sports-science-fitting.html

 

[Patman]

Re: Krach Implementation in R

And here it is written in one line

krach.val=rep(100,n.teams)
for(count in 1:20){
krach.val=unlist(lapply(1:n.teams,function(wobble){sum(wlt.mtx.nat[wobble,])/(sum(games.mtx.nat[wobble,]/(krach.val[wobble]+krach.val)))}))

}

Now, true, this doesn't have a convergence check, I could make one with a couple more lines but it turns out I don't care.

 

[octonion]

Re: Krach Implementation in R

Yes, a fixed-point algorithm usually works well. You'll only run into convergence problems if the teams can be separated into two groups such that no team in one group has beaten a team in the other group.