Estimate average regret for a given J (MUST SET SEED)
1 | test_J(Jvals, J_true, nsteps = 2000, nsim = 100, seed = 100)
|
Jvals |
The differnt J values to try. |
J_true |
The true value of J. |
nsteps |
number of steps per simulation. |
nsim |
The number of simulations for each value of J. |
seed |
The seed to control the random outcome. |
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