expand: Basis Expansion

In dfcorbin/MABsim: Run (contextual) Multi-Armed Bandit Simulations

Description

Basis Expansion

Usage

expand(x, basis)

Arguments

x	A context observation (scalar if using the legendre polynomial basis).
basis	A list of basis functions to be applied to the context observation.

Value

A vector where the j'th element is the j'th basis function applied to the context observation.

Examples

J <- 5
basis <- legendre_basis(J) # Orthogonal on [-1,1]
x <- runif(1,-1,1)
basis_expansion <- expand(x,basis)

dfcorbin/MABsim documentation built on April 26, 2020, 8:26 a.m.