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voiage.methods.equity_information.value_of_equity_information

value_of_equity_information([positional or keyword] value_array: ValueArray = None, [positional or keyword] subgroups: np.ndarray | list[Any] = None, [positional or keyword] equity_weights: np.ndarray | list[float] = None, [positional or keyword] resolved_equity_weights: np.ndarray | list[list[float]] = None, [positional or keyword] scenario_probabilities: np.ndarray | list[float] | None = None, [positional or keyword] information_cost: float = 0.0, [positional or keyword] strategy_names: list[str] | None = None, [positional or keyword] policy_strata: list[str] | None = None) -> EquityInformationResult

Calculate the value of resolving uncertainty in equity weights.

resolved_equity_weights describes plausible equity-weight scenarios after subgroup data acquisition. The result is the expected gain from choosing the social-welfare-optimal strategy after resolution, less the information cost. This is intentionally fixture-backed until parity and real-data attribution gates are complete.

Parameters:

  • value_array ValueArray
  • subgroups np.ndarray | list[Any]
  • equity_weights np.ndarray | list[float]
  • resolved_equity_weights np.ndarray | list[list[float]]
  • scenario_probabilities np.ndarray | list[float] | None (default: None)
  • information_cost float (default: 0.0)
  • strategy_names list[str] | None (default: None)
  • policy_strata list[str] | None (default: None)

Returns: EquityInformationResult