safestats: Safe Anytime-Valid Inference
Functions to design and apply tests that are anytime valid. The functions can be used to design hypothesis tests in the prospective/randomised control trial setting or in the observational/retrospective setting. The resulting tests remain valid under both optional stopping and optional continuation. The current version includes safe t-tests and safe tests of two proportions. For details on the theory of safe tests, see Grunwald, de Heide and Koolen (2019) "Safe Testing" <arXiv:1906.07801>, for details on safe logrank tests see ter Schure, Perez-Ortiz, Ly and Grunwald (2020) "The Safe Logrank Test: Error Control under Continuous Monitoring with Unlimited Horizon" <arXiv:2011.06931v3> and Turner, Ly and Grunwald (2021) "Safe Tests and Always-Valid Confidence Intervals for contingency tables and beyond" <arXiv:2106.02693> for details on safe contingency table tests.
|Safe Bayesian Inference: A Theory of Misspecification based on Statistical Learning|
Turner, R.J, Ly, A, Pérez, M.F, ter Schure, J.A, & Grünwald, P.D. (2022). safestats: Safe Anytime-Valid Inference.
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