sim_post: Binomial Posterior Simulator

In robinvanemden/contextual: Simulation and Analysis of Contextual Multi-Armed Bandit Policies

Description

Simulates the posterior distribution of the Bayesian probabilities for each arm being the best binomial bandit.

Usage

sim_post(x, n, alpha = 1, beta = 1, ndraws = 5000)

Arguments

x	Vector of the number of successes per arm.
n	Vector of the number of trials per arm.
alpha	Shape parameter alpha for the prior beta distribution.
beta	Shape parameter beta for the prior beta distribution.
ndraws	Number of random draws from the posterior.

Value

Matrix of bayesian probabilities for each arm being the best binomial bandit

Author(s)

Thomas Lotze and Markus Loecher

Examples

x <- c(10,20,30,50)
n <- c(100,102,120,130)
sp <- sim_post(x,n)

robinvanemden/contextual documentation built on Aug. 12, 2019, 9:30 p.m.