bmab_giplus: Calculate the GI+ index for a single arm (Bernoulli rewards)

In jedwards24/gittins: Calculate Gittins Indices

Calculate the GI+ index for a single arm (Bernoulli rewards)

Description

The GI+ index is an upper bound for the Gittins index.

Usage

bmab_giplus(Sigma, n, gamma, tol = 5e-04, upper = FALSE)

Arguments

Sigma	Numeric > 0. Value of Sigma for the arm.
n	Numeric > Sigma > 0. Value of n for the arm.
gamma	Numeric in (0, 1). Reward discount factor.
tol	Numeric > 0. Absolute accuracy required.
upper	if TRUE, the upper end of the interval is returned, otherwise the midpoint.

Value

A GI+ index value.

jedwards24/gittins documentation built on Oct. 13, 2023, 4:17 p.m.