@hackage / ppad-eproc

Anytime-valid sequential testing via e-processes.

Latest0.4.1

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  • Last updated , by JaredTobin
  • License MIT

  • Maintained by: jared@ppad.tech

  • Lottery factor: 1

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  1. 9.10.3

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Readme

Anytime-valid sequential hypothesis testing and estimation for bounded random variables, via the e-process / betting framework of Waudby-Smith and Ramdas (2024). Provides bounded-mean, paired two-sample, and one- and two-sided Bernoulli rate tests with fixed, adaptive (aGRAPA), and online Newton bettors; anytime-valid p-values and e-values; uniform convex mixtures of e-processes; and time-uniform confidence sequences for bounded means.