thompson: Thompson sampling (normal or beta (moment-matching method))

In SpTB/wztools: Convenient functions for analysis and simulation

Thompson sampling (normal or beta (moment-matching method))

Description

Thompson sampling (normal or beta (moment-matching method))

Usage

thompson(par1, par2, pay_type)

Arguments

par1	if pay_type == gauss: par1 <- vector of 2 means; if pay_type == beta: par1 <- vector of 2 alphas
par2	if pay_type == gauss: par1 <- vector of 2 sds; if pay_type == beta: par2 <- vector of 2 betas
pay_type	payoff type: drawn from either normal ('gauss') or beta ('beta') distribution

SpTB/wztools documentation built on July 2, 2023, 11:50 a.m.