Compute a shared-control multi-arm CMR allocation from a supplied variance rectangle.
Usage
cmr_multiarm_from_rectangle(rectangle, control = list(), max_vertices = 65536L)Arguments
- rectangle
Multi-arm variance rectangle, either a matrix/data frame with
loweranduppercolumns or a named vector with entries likev_l0,v_u0,v_l1,v_u1.- control
Optional list of solver controls for the general vertex epigraph solver.
- max_vertices
Maximum number of hyperrectangle vertices to enumerate.
Value
A list of class cmr_multiarm with named assignment shares pi, regret
certificate U_CMR, checked rectangle, enumerated vertices, vertex regrets,
binding vertices, and solver diagnostics. For collapsed or full rectangles,
closed-form shortcuts are used.
See also
Other CMR rules:
binary_rectangle_corners(),
cmr_multiarm(),
cmr_multiple_outcomes(),
cmr_proxy(),
cmr_stratified(),
cmr_stratified_from_rectangle(),
cmr_two_arm(),
cmr_unbounded(),
cmr_unbounded_from_rectangle(),
print.cmr_two_arm()
Other rectangle helpers:
binary_rectangle_corners(),
cmr_stratified_from_rectangle(),
cmr_unbounded_from_rectangle(),
folded_binomial_pmf(),
multiarm_variance_objective(),
rectangle_bernoulli_binary(),
rectangle_bounded_two_arm(),
rectangle_multiarm(),
rectangle_multiple_outcomes(),
rectangle_proxy(),
rectangle_stratified(),
rectangle_unbounded(),
stratified_variance_objective(),
variance_bounds_bernoulli_exact(),
variance_bounds_maurer_pontil(),
variance_bounds_unbounded_mom()
Examples
rect <- c(
v_l0 = 0.02, v_u0 = 0.08,
v_l1 = 0.04, v_u1 = 0.12,
v_l2 = 0.01, v_u2 = 0.07
)
cmr_multiarm_from_rectangle(rect)
#> <cmr_multiarm>
#> pi: 0=0.398867, 1=0.353341, 2=0.247792
#> U_CMR: 0.0646975