nmab_gi_multiple: Calculate Gittins indices for multiple arms (normal rewards)

In jedwards24/gittins: Calculate Gittins Indices

Calculate Gittins indices for multiple arms (normal rewards)

Description

This assumes mu = 0 as the GI for other values can then be derived by simple addition. See ?nmab_gi for more detail on the problem and computation parameters.

Usage

nmab_gi_multiple(n_range, gamma, tau, N, xi, delta, tol = 5e-04)

Arguments

n_range	Numeric vector giving values of n (all greater than 0).
gamma	Numeric in (0, 1). Reward discount factor.
tau	Numeric > 0. Observation precision.
N	Integer >= 2. Time horizon used.
xi	Numeric > 0. Value of xi (entent of dynamic program state space).
delta	Numeric > 0. Value of delta (fineness of discretisation in the dynamic program).
tol	Numeric > 0. Absolute accuracy required.

Value

A data frame of GI vales with a row for each n in n_range. The parameters used are attached as an attribute params.

Examples

n1 <- nmab_gi_multiple(1:4, gamma = 0.9, tau = 1, N = 30, xi = 3, delta = 0.02, tol = 5e-4)
n1
attr(n1, "params")

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