CRISP, a suite of programs to aid CRISis Prediction.
The CRISP R package is an updated version of the earlier ICEWS package developed for DARPA. The package allows for in-sample and out-sample predictions of five types of events of interests (EOI) –Insurgency, Rebellion, Domestic Crisis, Ethnic and Religious Violence, and International Crisis– within 167 countries. The EOI data are generated by utilizing news articles from over 75 electronic regional and international news sources and machine-coding these events using the SERIF software program. We provide tools for analyzing and visualizing predicted probabilities of risk based on a data set that includes a large set of explanatory variables.
The EBMAforecast package (current version at http://cran.r-project.org/) allows users to increase the accuracy of forecasting models by pooling multiple component forecasts to generate ensemble forecasts. It includes functions to fit an ensemble Bayesian model averaging (EBMA) model using in-sample predictions, generate ensemble out-of-sample predictions, and create useful data visualizations. Currently, the package can only handle dichotomous outcomes or those with normally distributed errors, although additional models will be added to the package in the coming months. Missing observations are allowed in the calibration set, but models with many predictions missing are penalized.