bmab_kgi: Calculate the knowledge gradient index for a single arm...
In jedwards24/gittins: Calculate Gittins Indices
bmab_kgi R Documentation
Calculate the knowledge gradient index for a single arm (Bernoulli rewards)
Description
The KGI is an lower bound for the Gittins index.
Usage
bmab_kgi(Sigma, n, gamma)
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.
Details
This is an exact closed form calculation. Arguments Sigma and n can be supplied as vectors in
which case a vector of index values will be returned.
Value
An index value or a vector of values.
jedwards24/gittins documentation built on Oct. 13, 2023, 4:17 p.m.
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| bmab_kgi | R Documentation |
Calculate the knowledge gradient index for a single arm (Bernoulli rewards)
Description
The KGI is an lower bound for the Gittins index.
Usage
bmab_kgi(Sigma, n, gamma)
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. |
Details
This is an exact closed form calculation. Arguments Sigma and n can be supplied as vectors in
which case a vector of index values will be returned.
Value
An index value or a vector of values.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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