calculate_balwts function

Calculate balancing weight scores.

Calculates the inverse probability score of pulling arms, given the actions taken and the true probabilities of each arm being chosen.

calculate_balwts(ws, probs)

Arguments

• ws: Integer vector. Indicates which arm was chosen for observations at each time t. Length A. Must not contain NA values.
• probs: Numeric matrix or array. True probabilities of each arm being chosen at each time step. Shape [A, K] or [A, A, K]. Must not contain NA values.

Returns

A matrix or array containing the inverse probability score of pulling arms.

Examples

set.seed(123)
A <- 5
K <- 3
ws <- sample(1:K, A, replace = TRUE)
probs <- matrix(runif(A * K), nrow = A, ncol = K)
balwts <- calculate_balwts(ws, probs)