UtilityModels

UtilityModels.jl is a collection of utility based decision models. Currently, expected utlity theory, transfer of attention exchange, and prospect theory are implemented. More models soon to follow. See the documentation for more details.

Quick Example

using UtilityModels
# TAX with default values
model = TAX()
# trinary gamble
gamble = Gamble(;
    p = [.25,.25,.50],
    v = [100.0,0.0,-50.0]
)
# expected utility
mean(model, gamble)

# output
-15.51253