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.