Alasgarli A (2026). seqcomp: Sequential Comparison of Probabilistic Forecasts. R package version 0.1.0. The implementation was developed with reference to the arXiv version of Choe and Ramdas (2024), which contains appendix material with additional formulae, proofs, and definitions used in the implementation. The main citation refers to the published Operations Research version., https://github.com/alasgarliakbar/seqcomp.

Choe Y, Ramdas A (2024). “Comparing Sequential Forecasters.” Operations Research, 72(4), 1368–1387. doi:10.1287/opre.2021.0792.

Howard S, Ramdas A, McAuliffe J, Sekhon J (2021). “Time-uniform, nonparametric, nonasymptotic confidence sequences.” The Annals of Statistics, 49(2). doi:10.1214/20-AOS1991.

Howard S, Ramdas A, McAuliffe J, Sekhon J (2020). “Time-uniform Chernoff bounds via nonnegative supermartingales.” Probability Surveys, 17. doi:10.1214/18-PS321.

Ramdas A, Grünwald P, Vovk V, Shafer G (2023). “Game-Theoretic Statistics and Safe Anytime-Valid Inference.” Statistical Science, 38(4), 576–601. doi:10.1214/23-STS894.

Waudby-Smith I, Arbour D, Sinha R, Kennedy E, Ramdas A (2024). “Time-uniform central limit theory and asymptotic confidence sequences.” The Annals of Statistics, 52(6). doi:10.1214/24-AOS2408.

Corresponding BibTeX entries:

  @Manual{,
    title = {seqcomp: Sequential Comparison of Probabilistic
      Forecasts},
    author = {Akbar Alasgarli},
    year = {2026},
    note = {R package version 0.1.0. The implementation was developed
      with reference to the arXiv version of Choe and Ramdas (2024),
      which contains appendix material with additional formulae,
      proofs, and definitions used in the implementation. The main
      citation refers to the published Operations Research version.},
    url = {https://github.com/alasgarliakbar/seqcomp},
  }

  @Article{,
    title = {Comparing Sequential Forecasters},
    author = {Yo Joong Choe and Aaditya Ramdas},
    journal = {Operations Research},
    year = {2024},
    volume = {72},
    number = {4},
    pages = {1368--1387},
    doi = {10.1287/opre.2021.0792},
  }

  @Article{,
    title = {Time-uniform, nonparametric, nonasymptotic confidence
      sequences},
    author = {Steven R. Howard and Aaditya Ramdas and Jon McAuliffe and
      Jasjeet Sekhon},
    journal = {The Annals of Statistics},
    year = {2021},
    volume = {49},
    number = {2},
    doi = {10.1214/20-AOS1991},
  }

  @Article{,
    title = {Time-uniform Chernoff bounds via nonnegative
      supermartingales},
    author = {Steven R. Howard and Aaditya Ramdas and Jon McAuliffe and
      Jasjeet Sekhon},
    journal = {Probability Surveys},
    year = {2020},
    volume = {17},
    doi = {10.1214/18-PS321},
  }

  @Article{,
    title = {Game-Theoretic Statistics and Safe Anytime-Valid
      Inference},
    author = {Aaditya Ramdas and Peter Grünwald and Vladimir Vovk and
      Glenn Shafer},
    journal = {Statistical Science},
    year = {2023},
    volume = {38},
    number = {4},
    pages = {576--601},
    doi = {10.1214/23-STS894},
  }

  @Article{,
    title = {Time-uniform central limit theory and asymptotic
      confidence sequences},
    author = {Ian Waudby-Smith and David Arbour and Ritwik Sinha and
      Edward H. Kennedy and Aaditya Ramdas},
    journal = {The Annals of Statistics},
    year = {2024},
    volume = {52},
    number = {6},
    doi = {10.1214/24-AOS2408},
  }