Algorithm 3.
Single-loop Monte Carlo scheme for computing EVPPI
1. Sample a value from the distribution of the target parameter(s) of interest. |
2. Evaluate the utility function for each decision option using the value for the target parameters) from step 1 and the mean values of the remaining uncertain parameters (or functions of them [25]). Store the values. |
3. Repeat steps 1 and 2 for N samples. |
4. Calculate the mean of the N utility values for each decision option. |
5. Follow steps 5-8 of algorithm 1 for computing EVPI. |