thompson: Generic Multi-Armed-Bandit Simulation

Description Usage Arguments

View source: R/RcppExports.R

Description

Thompson sampling algorithm is used in order to make decisions. With this function you can choose the mean-reward functions, as well as the basis used to model them.

Usage

1
thompson(nsteps, means, sd, basis, posteriors, bas_type)

Arguments

nsteps

The number of steps in simulation.

sd

A vector which contains the standard deviation of the reward from each lever.

posteriors

A list of posterior distributions. Each posterior distribution is itself a list of model parameters.

bas_type

Either "fourier" or "poly".

mean

A list, each element should be a function representing the mean for one of the levers available to be interacted with.


dfcorbin/npbanditC documentation built on March 23, 2020, 5:25 a.m.