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 Ly,
A, Boehm, Grunwald, Ramdas and van Ravenzwaaij (2024). "Safe
Anytime-Valid Inference: Practical maximally flexible sampling
designs for experiments based on e-values"
(<doi:10.31234/osf.io/h5vae>) and Grunwald, de Heide and Koolen
(2024) "Safe Testing" (<doi:10.1093/jrsssb/qkae011>), for
details on safe logrank tests see ter Schure, Perez-Ortiz, Ly
and Grunwald (2024) "The Anytime-Valid Logrank Test: Error
Control under Continuous Monitoring with Unlimited Horizon"
(<doi:10.51387/24-NEJSDS65>), and Turner, Ly and Grunwald
(2024) "Generic E-variables for exact sequential k-sample tests
that allow for optional stopping"
(<doi:10.1016/j.jspi.2023.106116>) for details on safe
contingency table tests.