RBFKernel() now takes
derivative orders d_i and d_j (0 = function value, 1 = first derivative;
default 0) and covers the value-value, value-derivative, derivative-value,
and derivative-derivative cases itself. RBFKernel_01(), RBFKernel_11(),
and RBFKernel_All() are removed. Results are unchanged: the new function
performs the identical arithmetic, verified bit-for-bit against 2.0.0 at the
kernel, posterior, and full seed-matched experiment level.First public release of the streamlined package, extracted from the replication code for Weaver, Kumar, and Jain, "Nonparametric Pricing Bandits Leveraging Informational Externalities to Learn the Demand Curve" (Marketing Science).
PricingBandit(): single entry point running one pricing experiment with any
of six policies ("UCB", "TS", "GP-UCB", "GP-TS", "GP-UCB-M", "GP-TS-M"),
a user-supplied willingness-to-pay vector, and an arbitrary price grid.hetero = TRUE) available for all Gaussian
process variants, and periodic history resets (reset) for time-varying
demand.GetDiagnostics()) counting how often numerical
fallback paths fired; the counters draw no random numbers, so results are
unaffected.num_knots defaults to 11 for the monotonic variants regardless of the
number of arms (larger values can destabilize the truncated sampler).timeout (default 5 seconds per attempt) is a
user-settable argument of PricingBandit().