nmab_kgi: Calculate the knowledge gradient index for a single arm...

In jedwards24/gittins: Calculate Gittins Indices

Calculate the knowledge gradient index for a single arm (normal rewards)

Description

The index is an lower bound for GI.

Usage

nmab_kgi(Sigma, n, gamma, tau, tol = 5e-04, ub = NA, lower = FALSE)

Arguments

Sigma	Numeric. Value of Sigma for the arm (Bayesian reward).
n	Numeric > 0. Value of n for the arm (Bayesian number of observation).
gamma	Numeric in (0, 1). Reward discount factor.
tau	Numeric > 0. Observation precision.
tol	Numeric > 0. Absolute accuracy required.
ub	Optional upper bound for the index.
lower	If TRUE, the lower end of the interval is returned, otherwise the midpoint.

Value

A vector of GI values.

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