Package index
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LinTSModel()
- Linear Thompson Sampling model.
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aw_estimate()
- Estimate policy value via non-contextual adaptive weighting.
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aw_scores()
- Compute AIPW/doubly robust scores.
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aw_var()
- Variance of policy value estimator via non-contextual adaptive weighting.
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calculate_balwts()
- Calculate balancing weight scores.
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calculate_continuous_X_statistics()
- Estimate/variance of policy evaluation via contextual weighting.
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draw_thompson()
- Thompson Sampling draws.
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estimate()
- Estimate/variance of policy evaluation via non-contextual weighting.
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generate_bandit_data()
- Generate classification data.
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ifelse_clip()
- Clip lamb values between a minimum x and maximum y.
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impose_floor()
- Impose probability floor.
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output_estimates()
- Policy evaluation with adaptively generated data.
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plot_cumulative_assignment()
- Plot cumulative assignment for bandit experiment.
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ridge_init()
- Ridge Regression Initialization for Arm Expected Rewards
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ridge_muhat_lfo_pai()
- Leave-future-out ridge-based estimates for arm expected rewards.
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ridge_update()
- Updates ridge regression matrices.
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run_experiment()
- Run an experiment using Thompson Sampling.
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simple_tree_data()
- Generate simple tree data.
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stick_breaking()
- Stick breaking function.
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twopoint_stable_var_ratio()
- Calculate allocation ratio for a two-point stable-variance bandit.
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update_thompson()
- Update linear Thompson Sampling model.