voiage.methods.equity_information.value_of_equity_information
value_of_equity_information
Section titled “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) -> EquityInformationResultCalculate 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_arrayValueArraysubgroupsnp.ndarray | list[Any]equity_weightsnp.ndarray | list[float]resolved_equity_weightsnp.ndarray | list[list[float]]scenario_probabilitiesnp.ndarray | list[float] | None(default:None)information_costfloat(default:0.0)strategy_nameslist[str] | None(default:None)policy_stratalist[str] | None(default:None)
Returns: EquityInformationResult