R/intersection_utils.R

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

## THIS SOURCE FILE WILL CONTAIN CODE ASSOCIATED WITH TETSING THE INTERSECTING
## POINT METHODS.

#' Search for all intersecting points on [-1,1]
#'
#' @param f1 A function.
#' @param f2 A function.
#' @param n The number of subintervals to search for a root in.
#'
#' @export
#'
intersections <- function(f1,f2,n = 100){
  rootSolve::uniroot.all(function(x) f1(x) - f2(x),interval = c(-1,1), n = n)
}

#' Compute Intersection Based Partition
#'
#' @param f1 An arm's estimated mean-reward function.
#' @param f2 An arm's estimated mean-reward function.
#' @param n The number of subintervals to search for a root in.
#'
#' @export
#'
intersect_partition <- function(f1,f2,n = 100){
  points <- c(-1,intersections(f1,f2,n),1)
  k <- length(points)
  part <- c()
  for(i in 2:k){
    part <- rbind(part,c(points[i - 1], points[i]))
  }
  return(part)
}