investigate_simulations: Investigate Properties of Bayesian A/B Testing

Description Usage Arguments Value

Description

Run multiple simulations of an A/B test in order to evaluate various properties

Usage

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investigate_simulations(num_sims, priors, loss_threshold, data_dists = NULL,
  sampling_distribution = NULL, obs_per_round = 1000, max_rounds = 100,
  sim_batch_size = 1e+05, num_cores = NULL)

Arguments

num_sims

A positive integer that specifies how many simulations to perform.

priors

A named list of distribution objects. This list specifies the distributions that are used as priors when estimating some parameter from the data generating distribution. Currently, the list must only have elements named 'a' and 'b'. See Details for more information.

loss_threshold

A positive number that identifies a bound for the expected loss for each variant. Once the expected loss is below this bound, the experiment is concluded.

data_dists

A named list of distribution objects. This list specifies the distributions that are used to generate data in simulations. Currently, the list must only have elements named 'a' and 'b'. See Details for more information.

sampling_distribution

An list of distribution objects that specifies how the data generating distributions should be created.

obs_per_round

A positive number that represents how many observations, across both variants, are generated before we update the prior distributions and evaluate the expected loss. This number must be divisible by the number of variants used. Default is 1000.

max_rounds

A positive integer that specifies the maximum number of times that we will evaluate the expected loss on both experiments. Default is 100.

sim_batch_size

A positive integer that specifies how much data is simulated when evaluating the expected loss for variants that do not have an analytic solution (i.e. normal data).

num_cores

How many cores to use in the parallelization of tests. Default is NULL, which means no parallelization.

Value

A list containing two data.tables: one with summary statistics for each simulation and one with the averages over all of the simulations.


convoyinc/abayes documentation built on May 12, 2019, 1:34 a.m.