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avseqmc (version 1.0.2)

Anytime-Valid Sequential Estimation of Monte-Carlo p-Values

Description

Anytime-valid sequential estimation of the p-value of a test calibrated by Monte-Carlo simulation, as described in Stoepker & Castro (2024) .

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Version

Install

install.packages('avseqmc')

Monthly Downloads

331

Version

1.0.2

License

GPL-3

Maintainer

Ivo V. Stoepker

Last Published

September 1st, 2025

Functions in avseqmc (1.0.2)

invert_Un_tilde

Finds the number of successes S based on the upper limit of the confidence sequence vased on the construction by Robbins (1970) (e.g. via the function Un_tilde()).
plot.avseqmc_progress

Plot the results of the sequential p-value estimation.
print.avseqmc_progress

Print the results of the sequential p-value estimation.
avseqmc

Anytime-valid sequential estimation of the p-value of a Monte-Carlo test
init_avseqmc_progress

Initialize an avseqmc_progress Object
nextsample

Draw a next (batch) of Monte-Carlo samples to update the sequential estimate of the p-value
Un_tilde

Anytime-valid upper confidence limit for the probability parameter of a sample from the binomial distribution, based on construction of Robbins (1970).
Ln_tilde

Anytime-valid lower confidence limit for the probability parameter of a sample from the binomial distribution, based on construction of Robbins (1970).