twopoint_stable_var_ratio function

Calculate allocation ratio for a two-point stable-variance bandit.

Calculate allocation ratio for a two-point stable-variance bandit.

Calculates the allocation ratio for a two-point stable-variance bandit, given the empirical mean and the discount parameter alpha.

twopoint_stable_var_ratio(A, e, alpha)

Arguments

  • A: Integer. Size of the experiment. Must be a positive integer.
  • e: Numeric. Empirical mean. Must be a numeric value.
  • alpha: Numeric. Discount parameter.

Returns

Numeric vector. Allocation ratio lambda.

Examples

# Calculate the allocation ratio for a two-point stable-variance bandit with e=0.1 and alpha=0.5 twopoint_stable_var_ratio(1000, 0.1, 0.5)