banditsCI

Bandit-Based Experiments and Policy Evaluation

Frequentist inference on adaptively generated data. The methods implemented are based on Zhan et al. (2021) <doi:10.48550/arXiv.2106.02029> and Hadad et al. (2021) <doi:10.48550/arXiv.1911.02768>. For illustration, several functions for simulating non-contextual and contextual adaptive experiments using Thompson sampling are also supplied.

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