var_welford

<p>Welford described a method for 'robust' one-pass computation of the
standard deviation. By 'robust', we mean robust to round-off caused
by a large shift in the mean.</p>

Facilitates the simulation and evaluation of context-free
and contextual multi-Armed Bandit policies or algorithms to ease the
implementation, evaluation, and dissemination of both existing and
new bandit algorithms and policies.

Robin van Emden

contextual

var_welford: Welford's variance

Description

Usage

Arguments

Value