Package: safestats 0.8.9

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.

Authors:Alexander Ly [cre, aut], Rosanne Turner [aut], Yongqi Wang [aut], Muriel Felipe Perez-Ortiz [ctb], Udo Boehm [ctb], Judith ter Schure [ctb], Peter Grunwald [ctb]

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manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
safestats/json (API)

# Install 'safestats' in R:
install.packages('safestats', repos = c('https://alexanderlynl.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/alexanderlynl/safestats/issues

On CRAN:

Conda:

evalueshacktoberfestsafe-testingstatistics

7.16 score 16 stars 50 scripts 503 downloads 139 exports 29 dependencies

Last updated from:1079515398. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-develOK201
source / vignettesOK227
linux-releaseOK197
macos-releaseOK237
macos-oldrelOK184
windows-develOK159
windows-releaseOK164
windows-oldrelOK140
wasm-releaseOK105

Exports:addCiteceilcheckDoubleArgumentsDesignObjectcompute1F1AllVersionscomputeBetaBatchSafeZcomputeBetaBootstrappercomputeBetaSafeTcomputeBetaSafeZcomputeBootObjcomputeConfidenceBoundForLogOddsTwoProportionscomputeConfidenceBoundsForDifferenceTwoProportionscomputeConfidenceIntervalTcomputeConfidenceIntervalZcomputeConjugateCredibleIntervalTwoSampleTcomputeLogrankBetaFromcomputeLogrankNEventscomputeLogrankZcomputeMinEsBatchSafeTcomputeMinEsBatchSafeZcomputeMinEsBatchSaviTcomputeMinEsBatchSaviZcomputeNPlanBatchSafeTcomputeNPlanBatchSafeZcomputeNPlanBootstrappercomputeNPlanSafeTcomputeNPlanSafeZcomputeNPlanSaviTcomputeNPlanSaviZcomputePowerBootstrappercomputePowerSaviTcomputePowerSaviZcomputeStatsForLogrankcomputeZTSumStatsconjugateBfTStatconjugateBfTStatOldconstructSafeDesignObjconstructSafeTestObjconstructSampleStoppingTimesListconstructSaviDesignObjconstructSaviTestObjdesignFreqTdesignFreqZdesignSafe1aHelperdesignSafe2HelperdesignSafeLogrankdesignSafeLogrank2WantBetadesignSafeTdesignSafeT1aWantNPlandesignSafeT2WantBetadesignSafeT3bWantParameterdesignSafeT3WantEsMindesignSafeTwoProportionsdesignSafeZdesignSafeZ1aWantNPlandesignSafeZ2WantBetadesignSafeZ3bWantParameterdesignSafeZ3WantEsMindesignSavi1aHelperdesignSavi2HelperdesignSavi2x2designSaviLogrankdesignSaviLogrank2WantBetadesignSaviTdesignSaviT1aWantNPlandesignSaviT2WantPowerdesignSaviT3bWantParameterdesignSaviT3WantEsMindesignSaviTwoProportionsdesignSaviZdesignSaviZ1aWantNPlandesignSaviZ2WantPowerdesignSaviZ3bWantParameterdesignSaviZ3WantEsMingenerateNormalDatagenerateSurvDataisTryErrorlcoshlogrankSingleEExactlogrankSingleZmakeRunningIntersectionmatchAlphaRelevanceWithmatchEParameterWithmatchEsMinWithmatchPowerWithmatchRelevanceParameterWithplotConfidenceSequenceTwoProportionsplotHistogramDistributionStoppingTimespValueFromZStatpValueZTestreturnOnerLogranksafe.prop.testsafe.t.testsafe.z.testsafeLogrankTestsafeLogrankTestStatsafeTTestsafeTTest.defaultsafeTTest.formulasafeTTestStatsafeTTestStatNEffNusafeTTestStatNEffNuMomsafeTTestStatTDensitysafeTwoProportionsTestsafeZTestsafeZTestStatsampleLogrankStoppingTimessampleStoppingTimesSafeTsampleStoppingTimesSafeZsampleStoppingTimesSaviTsampleStoppingTimesSaviZsavi.prop.testsavi.t.testsavi.z.testsavi2x2TestStatsaviAnovaOneBsaviAnovaStatsaviLogrankTestsaviLogrankTestStatsaviRelevanceTStatNEffNusaviRelevanceZStatsaviTTestsaviTTestStatsaviTTestStatNEffNusaviTTestStatNEffNuGrowsaviTTestStatNEffNuMomsaviTwoProportionsTestsaviZTestsaviZTestStatselectivelyContinueZOrTTestDatasetLowAndHighEsTrueZsetSafeStatsPlotOptionsAndReturnOldOnessimulateCoverageDifferenceTwoProportionssimulateIncorrectStoppingTimesFishersimulateOptionalStoppingScenarioTwoProportionssimulateTwoProportionssubjectiveBfZStattTestWidthDerivativezMarg

Dependencies:BiasedUrnbootclicontfracdeSolvedplyrellipticgenericsgluehypergeolamWlatticelifecyclemagrittrMASSMatrixpillarpkgconfigpurrrR6RcppRcppParallelrlangsurvivaltibbletidyselectutf8vctrswithr

Flexible Safe Anytime-Valid Tests for Practical Scenarios
Installation | 1. Designing savi t-test experiments | Type I error and power | Case (I): Designing experiments where the minimal clinically relevant effect size and the targeted power are known. Target: The sample size to plan for | Case (II): Minimal clinically relevant effect size and a budget constrained number of samples known. Target: Power | Case (III): A desirable power and a budget constrained number of samples known. Target: Detectable effect size. | 2. Inference with savi tests: Optional stopping | Savi tests conserve the type I error rate: Batch analysis | Savi tests allow for early stopping without inflating the type I error rate above the tolerable $\alpha$-level | Optional stopping is problematic for p-values | Optional stopping does not cause savi tests to over-reject the null | Savi tests detect the effect early if it is present: deltaTrue equal to deltaMin | Savi tests detect the effect even earlier if deltaTrue is larger than deltaMin | 3. Optional Continuation | Optional continuation is problematic for p-values and leads to overinflating the type I error rate | i. Optional continuation by extending the experiment does not result in savi tests exceeding the tolerable $\alpha$-level | When the effect is present optional continuation results in savi tests correctly rejecting the null | 4. Optional contination and meta-analysis: Extending the research endeavours through replication studies | Type I error is guaranteed when multiplying e-values | Meta-analysis e-values under the alternative | Conclusion

Last update: 2026-10-04
Started: 2026-09-05

Installing the safestats package
1. Installing the development version of the safestats package | a. Install using the remotes package | b. Install using a downloaded tar.gz file | 2. First example: Designing a savi z-test experiment | A first example

Last update: 2026-09-05
Started: 2026-09-05

I. Testing: P-values and e-variables
The two-sample z-test | 1. Sequential use of p-values over-inflates the type I error | Sequential analysis | One sample path | The behaviour of the sequential p-value procedure under multiple/repeated use | 2. Sequential use of a savi test/e-variable will not over-inflate the type I error | The behaviour of the e-variable procedure under multiple/repeated use | Concluding remarks

Last update: 2026-09-05
Started: 2026-09-05

I. Testing: P-values, subjective Bayes factor, and e-variables
The two-sample z-test | 1. Sequential use of p-values over-inflates the type I error | Sequential analysis | One sample path | The behaviour of the sequential p-value procedure under multiple/repeated use | 2. Sequential use of Bayes factors based on subjectively chosen priors can also over-inflate the type I error | The behaviour of the subjective Bayes factor procedure under multiple/repeated use | 3. Sequential use of a savi test/e-variable will not over-inflate the type I error | The behaviour of the e-variable procedure under multiple/repeated use | Concluding remarks

Last update: 2026-09-05
Started: 2026-09-05

II. Design of experiments: Behaviour of e-variables under alternatives
1. Designing savi z-test experiments | One sample path | Early stopping: True effect size equals the minimal clinical relevant mean effect size | Even earlier stopping: True effect size larger than the minimal clinical relevant mean effect size | Optional continuation: True effect size smaller than the minimal clinical relevant mean effect size | Meta-analysis e-values: Combining the evidence across studies by multiplication | Concluding remarks

Last update: 2026-09-05
Started: 2026-09-05

II. Interval estimation: Classical confidence intervals and anytime-valid confidence sequences
Interval estimation for a normal mean | 1. Classical 95% confidence intervals fail to cover the true mean with 95% chance across time | One sample path | The behaviour of classical confidence intervals across time under multiple use | 2. The 95% anytime-valid confidence sequence/intervals will always cover the true mean with at least 95% chance | The behaviour of anytime-valid confidence sequences across time under multiple use | Sensitivity wrt to the parameter gMom: Width of the confidence intervals versus anytime-valid confidence intervals

Last update: 2026-09-05
Started: 2026-09-05

III. Design of experiments: Behaviour of e-variables under alternatives
1. Designing safe z-test experiments | One sample path | Early stopping: True effect size equals the minimal clinical relevant mean effect size | Even earlier stopping: True effect size larger than the minimal clinical relevant mean effect size | Optional continuation: True effect size smaller than the minimal clinical relevant mean effect size | Meta-analysis e-values: Combining the evidence across studies by multiplication | Concluding remarks

Last update: 2026-09-05
Started: 2026-09-05

III. Interval estimation: Classical confidence intervals, (Bayesian) credible interval, and anytime-valid confidence sequences
Interval estimation for a normal mean | 1. Classical 95% confidence intervals fail to cover the true mean with 95% chance across time | One sample path | The behaviour of classical confidence intervals across time under multiple use | 2. Bayesian 95% credible intervals fail to cover the true mean with 95% chance across time | The behaviour of (Bayesian) credible intervals across time under multiple use | 3. The 95% anytime-valid confidence sequence/intervals will always cover the true mean with at least 95% chance | The behaviour of anytime-valid confidence sequences across time under multiple use | Sensitivity wrt to the parameter g and gMom: Credible intervals versus anytime-valid confidence intervals

Last update: 2026-09-05
Started: 2026-09-05

Savi Tests and Confidence Intervals for Tests of Two Proportions: Practical Scenarios
Introduction | 1. Designing Savi Experiments | Case (I): Designing experiments with the minimal clinically relevant effect size known | Case (II): Minimal clinically relevant effect size unknown, but maximum number of samples known. | Short examples of non-standard design settings | Unequal group sizes | Non-standard Beta priors | Restricting the alternative hypothesis | 2. Inference with Savi Tests and Optional Stopping | True effect size equals minimal clinically relevant effect size | True effect size larger than the minimal clinically relevant effect size | Data under the null: True effect size is zero, thus, much smaller than the minimal clinically relevant effect size | Classical test "Fisher's exact test" under the null with optional stopping | 3. Optional Continuation for tests of two proportions | 4. Confidence intervals | Confidence sequence for difference between success rates | Confidence sequence for log of the odds ratio | References

Last update: 2026-09-05
Started: 2022-01-06

Readme and manuals

Help Manual

Help pageTopics
Add a savi referenceaddCite
A ceiling function with a tolerance at the 13th digitceil
Checks consistency between the sided of the hypothesis and the minimal clinically relevant effect size or savi test defining parameter. Throws an error if the one-sided hypothesis is incongruent with thecheckAndReturnEsMinParameterSide
Check consistency between nPlan and the testType for one and two-sample z and t-testscheckAndReturnNPlan
Checks consistency between the sided of the hypothesis and the minimal clinically relevant effect size or safe test defining parameter. Throws an error if the one-sided hypothesis is incongruent with thecheckAndReturnsEsMinParameterSide
Helper function to check whether arguments are specified in a function at a higher level and already provided in the design object.checkDoubleArgumentsDesignObject
Computes 6 equivalent forms of the confluent hypergeometric function 1f1compute1F1AllVersions
Helper function: Computes 1-power based on meanDiffTrue and nPlancomputeBetaBatchSafeZ computeBetaBatchSaviZ
Helper function to compute uncertainty regarding nPlan estimatescomputeBetaBootstrapper
Helper function: Computes the power of the saviTTest based on deltaMin and nPlancomputeBetaSafeT computePowerSaviT
Helper function: Computes the power based on meanDiffTrue and nPlancomputeBetaSafeZ computePowerSaviZ
Computes the bootObj for sequential sampling procedures regarding nPlan, beta, the implied targetcomputeBootObj
Estimate an upper or lower bound for a savi confidence sequence on the logarithm of the odds ratio for two proportions.computeConfidenceBoundForLogOddsTwoProportions
Estimate Lower and Upper Bounds on the Confidence Sequence (Interval) for the Difference Divergence Measure for Two ProportionscomputeConfidenceBoundsForDifferenceTwoProportions
Helper function: Computes the savi confidence interval for logOddscomputeConfidenceInterval2x2LogOdds
Helper function: Computes the savi confidence interval for propDiffcomputeConfidenceInterval2x2PropDiff
Helper function: Computes the savi confidence sequence for the mean in a T-testcomputeConfidenceIntervalT
Helper function: Computes the savi confidence sequence for a Z-testcomputeConfidenceIntervalZ
Helper function: Computes the savi confidence sequence for logOddscomputeConfidenceSequence2x2LogOdds
Helper function: Computes the savi confidence sequence for propDiffcomputeConfidenceSequence2x2PropDiff
Computes the credible interval of a two-sample t-test based on conjugate priorscomputeConjugateCredibleIntervalTwoSampleT
Computes the smallest detectable propDiffMin with power probability, for the provided number of blockscomputeEsMinSavi2x2
Helper function: Computes the type II error under optional stopping based on the minimal clinically relevant hazard ratio and the maximum number of nEvents.computeLogrankBetaFrom
Helper function: Computes the planned sample size based on the minimal clinical relevant hazard ratio, alpha and beta under optional stopping.computeLogrankNEvents
Helper function to computes the logrank statistic for 'Surv' objects of type "right" and "counting" with the hypergeometric variance.computeLogrankZ
Computes the meanDiffMin that is detectable with probability "power" for given nPlancomputeMinEsBatchSafeZ computeMinEsBatchSaviZ
Computes the smallest detectable deltaMin with power probability, for the provided sample sizecomputeMinEsBatchSaviT
Help function to compute the effective sample size based on a length 2 vector of samplescomputeNEff
Helper function: Computes nPlan based on meanDiffTrue, alpha and power.computeNPlanBatchSafeZ computeNPlanBatchSaviZ
Helper function: Computes the planned sample size for the savi T-test based deltaMin, alpha and powercomputeNPlanBatchSaviT
Helper function to compute uncertainty regarding nPlan estimatescomputeNPlanBootstrapper
Helper function: Computes nPlan based on deltaMin and powercomputeNPlanSafeT computeNPlanSaviT
Helper function: Computes nPlan based on meanDiffTrue, alpha and powercomputeNPlanSafeZ computeNPlanSaviZ
Helper function: Computes nBlocksPlan based on propDiffMin, alpha and powercomputeNPlanSavi2x2
Helper function to compute uncertainty regarding nPlan estimatescomputePowerBootstrapper
Helper function: Computes the power of the savi 2x2 test based on propDiffMin and nBlockscomputePowerSavi2x2
Computes the sufficient statistics needed to compute 'logrankSingleZ'computeStatsForLogrank
Helper function to compute the relevant summary statistics in z and t-testscomputeZTSumStats
A "subjective" Bayes factor for the two-sample T-testconjugateBfTStat
A "subjective" Bayes factor for the two-sample T-testconjugateBfTStatOld
Construct a savi design object to be set in the design functionconstructSafeDesignObj constructSaviDesignObj
Construct a savi test object to be set in the savi testing functionconstructSafeTestObj constructSaviTestObj
Construct a list to be set in the sampleStoppingTimes... functionconstructSampleStoppingTimesList
Computes a Sequence of (Effective) Sample Sizes of Z- and T-TestsdefineTTestN
Design a Frequentist T-TestdesignFreqT
Design a Frequentist Z-TestdesignFreqZ
Helper function that extract the results for the design scenario 1a: Target nPlandesignSafe1aHelper designSavi1aHelper
Helper function that extract the results for the design scenario 1a: Target nPlandesignSafe2Helper designSavi2Helper
Designs a Safe Anytime-Valid Logrank Test ExperimentdesignSafeLogrank designSaviLogrank
Helper function to design a savi logrank test (output beta)designSafeLogrank2WantBeta designSaviLogrank2WantBeta
Design a Safe Anytime-Valid Experiment to Test Means with a Z TestcomputeMinEsBatchSafeT computeNPlanBatchSafeT designSafeT designSafeT2WantBeta designSafeT3bWantParameter designSafeT3WantEsMin designSaviT
Helper function to designing a savi T-test (output nPlan)designSafeT1aWantNPlan designSaviT1aWantNPlan
Designs a Savi Experiment to Test Two Proportions in Stream DatadesignSafeTwoProportions designSaviTwoProportions
Design a Safe Anytime-Valid Experiment to Test Means with a Z TestdesignSafeZ designSaviZ
Helper function to designing a savi Z-test (output nPlan)designSafeZ1aWantNPlan designSaviZ1aWantNPlan
Helper function to designing a Z-test (output power)designSafeZ2WantBeta designSaviZ2WantPower
Helper function to designing a Z-test (output meanDiffMin based on the shortest interval at nPlan)designSafeZ3bWantParameter designSaviZ3bWantParameter
Helper function to designing a Z-test (output esMin)designSafeZ3WantEsMin designSaviZ3WantEsMin
Design a Safe Anytime-Valid Experiment to Test Two ProportionsdesignSavi2x2
Helper function to designing a savi T-test (output power)designSaviT2WantPower
Helper function to designing a savi T-test (output deltaMin based on the shortest interval at nPlan)designSaviT3bWantParameter
Helper function to designing a Savi T-test (output esMin)designSaviT3WantEsMin
Helper function: Get all names as entered by the userextractNameFromArgs
Log partition function of Fisher's noncentral hypergeometric distributionfnchLogPartition
Generates Normally Distributed Data Depending on the DesigngenerateNormalData
Generate Survival Data which Can Be Analysed With the 'survival' PackagegenerateSurvData
Helper function: Get all arguments as entered by the usergetArgs
Gets the Label of the Alternative HypothesisgetNameAlternative
Gets the Label of the TestgetNameTestType
Checks Whether a Vector of Object Inherits from the Class 'try-error'isTryError
Logarithmic hyperbolic cosinelcosh
Plain eGauss e-process for logOddslogEValueVec2x2LogOddsEGauss
Plain grow e-process for logOddslogEValueVec2x2LogOddsGrow
Plain eBeta e-process for propDifflogEValueVec2x2PropDiffEBeta
Plain grow e-process for propDifflogEValueVec2x2PropDiffGrow
Conditional log likelihood of 2x2 tables at one logOddslogLikelihoodFNCH
Helper function computes single component of the exact logrank e-valuelogrankSingleEExact
Helper function computes single component of the logrank statisticlogrankSingleZ
Helper function to create running intersectionsmakeRunningIntersection
Checks and outputs a threshold for a minimal efficacy analysismatchAlphaRelevanceWith
Match the parameter of a savi z or t-testmatchEParameterWith
Match the meanDiffMin of a savi z-testmatchEsMinWith
Helper function to check whether the power or beta (redundant now) argument is givenmatchPowerWith
Match the parameter of a minimal efficacy savi z-testmatchRelevanceParameterWith
Plots Results of Simulations for Comparing Hyperparameters for Savi Tests of Two Proportionsplot.safe2x2Sim plot.savi2x2Sim
Plots the saviDesign object for designs with sample pathsplot.safeDesign plot.saviDesign
Plots the saviTest object for sequential analysesplot.safeTest plot.saviTest
Plot bounds of a savi confidence sequence of the difference or log odds ratio for two proportions against the number of data blocks in two data streams ya and yb.plotConfidenceSequenceTwoProportions
Plots the Histogram of Stopping TimesplotHistogramDistributionStoppingTimes
Predictive Beta posterior means of thetaA and thetaBpredictiveThetas2x2
Prints Results of Simulations for Comparing Hyperparameters for Savi Tests of Two Proportionsprint.safe2x2Sim print.savi2x2Sim
Print Method for Savi Test Objectsprint.safeDesign print.saviDesign
Print Method for Savi Test Objectsprint.safeTest print.saviTest
Computes the p-value for the Z-testpValueFromZStat pValueZTest
Auxiliary function for sampling of the logrank simulations to return the integer 1 event per time.returnOne
Randomly samples from a logrank distributionrLogrank
Safe Anytime-Valid Logrank TestsafeLogrankTest safeLogrankTestStat saviLogrankTest saviLogrankTestStat
Safe Anytime-Valid Student's T-Test.safe.t.test safeTTest safeTTest.default safeTTest.formula safeTTestStat safeTTestStatNEffNu safeTTestStatNEffNuMom safeTTestStatTDensity savi.t.test saviTTest saviTTest.default saviTTest.formula
Perform a Savi Test for Two Proportions with Stream Datasafe.prop.test safeTwoProportionsTest savi.prop.test saviTwoProportionsTest
Safe Anytime-Valid Z-Testsafe.z.test safeZTest safeZTest.default safeZTest.formula savi.z.test saviZTest saviZTest.default saviZTest.formula
Computes E-Values Based on the Z-StatisticsafeZTestStat saviRelevanceZStat saviZTestStat
Simulate stopping times for the exact savi logrank testsampleLogrankStoppingTimes
Simulate stopping times for the savi T-testsampleStoppingTimesSafeT sampleStoppingTimesSaviT
Simulate stopping times for the savi Z-testsampleStoppingTimesSafeZ sampleStoppingTimesSaviZ
Simulate stopping times for the savi 2x2 testsampleStoppingTimesSavi2x2
Safe Anytime-Valid Test of Two Proportionssavi2x2TestStat
UMP conditional e-value of one 2x2 tablesavi2x2TestStatUmp
Safe Anytime-Valid One-Way AnovasaviAnovaOneB
Safe Anytime-Valid One-Way Anova based on summary statisticssaviAnovaStat
Computes E-Values Based on the T-StatisticsaviRelevanceTStatNEffNu saviTTestStat saviTTestStatNEffNu saviTTestStatNEffNuGrow saviTTestStatNEffNuMom saviTTestStatTDensity
Helper function to demonstrate the selective continuation of paired z-testsselectivelyContinueZOrTTestData
Helper function to determine the lower and upper bound for the search space for standardised meanDiffMinsetLowAndHighEsTrueZ
Sets 'safestats' Plot Options and Returns the Current Plot Options.setSafeStatsPlotOptionsAndReturnOldOnes
Simulate the coverage of a savi confidence sequence for differences between proportions for a given distribution and savi design.simulateCoverageDifferenceTwoProportions
Simulate incorrect optional stopping with fisher's exact test's p-value as the stopping rule.simulateIncorrectStoppingTimesFisher
Simulate an optional stopping scenario according to a savi design for two proportionssimulateOptionalStoppingScenarioTwoProportions
Compare Different Hyperparameter Settings for Savi Tests of Two Proportions.simulateTwoProportions
Reverse information projection onto a fixed propDiffsolveRIPr2x2PropDiff
Uniformly most powerful log odds ratio of a one-sided conditional testsolveUmpLogOdds
Worst-case baseline of the propDiff grow testsolveWorstCaseTheta2x2PropDiff
A subjective Bayes factor for the two-sample Z-testsubjectiveBfZStat
Tries to Evaluate an Expression and Fails with 'NA'tryOrFailWithNA
Internal function to solve the smallest width of an eGauss t-testtTestWidthDerivative
Logarithmic marginal likelihood of the normal with conjugate priorszMarg