calibrate_arm: Calibrate an unknown arm against a known arm

In jedwards24/gittins: Calculate Gittins Indices

Calibrate an unknown arm against a known arm

Description

Performs iterative reduction of an interval using calibration with value function FUN.

Usage

calibrate_arm(FUN, lb, ub, tol, ...)

Arguments

FUN	A value function.
lb	Initial lower end of interval.
ub	Initial upper end of interval.
tol	Absolute accuracy required.
...	Other arguments passed to FUN.

Value

A vector of lower and upper end of an interval containing the true value.

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