Description Usage Arguments Value Author(s) Examples
View source: R/functions_utility.R
Compute "value_remaining" in arms not currently best in binomial bandits
1 | value_remaining(x, n, alpha = 1, beta = 1, ndraws = 10000)
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x |
Vector of the number of successes per arm. |
n |
Vector of the number of trials per arm. |
alpha |
Shape parameter alpha for the prior beta distribution. |
beta |
Shape parameter beta for the prior beta distribution. |
ndraws |
Number of random draws from the posterior. |
Value_remaining distribution; the distribution of improvement amounts that another arm might have over the current best arm.
Thomas Lotze and Markus Loecher
1 2 3 4 5 6 7 | x <- c(10,20,30,80)
n <- c(100,102,120,240)
vr <- value_remaining(x, n)
hist(vr)
# "potential value" remaining in the experiment
potential_value <- quantile(vr, 0.95)
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