Package: seqcomp
Type: Package
Title: Sequential Comparison of Probabilistic Forecasts
Version: 0.3.0
Authors@R: person(
    "Akbar", "Alasgarli",
    email = "alasgarliakbar@gmail.com",
    role = c("aut", "cre"))
Description: Implements tools for the anytime-valid sequential comparison of
    two or more probabilistic forecasters. Provides binary, categorical, and
    quantile scoring rules, together with finite-sample confidence sequences
    and e-processes following Choe and Ramdas (2024)
    <doi:10.1287/opre.2021.0792>. Extends to multi-model evaluation via
    Sequential Model Confidence Sets, following Arnold, Gavrilopoulos, Schulz,
    and Ziegel (2026) <doi:10.1093/jrsssb/qkag066>, using closure principles,
    joint confidence sequences, and accelerated closed-testing. Adaptive
    betting fractions for the strong null (aGRAPA and ONS-m) are adapted from
    Waudby-Smith and Ramdas (2024) <doi:10.1093/jrsssb/qkad009>. Also includes
    Winkler-score comparisons, lag handling, and predictable-bound betting
    e-processes.
License: MIT + file LICENSE
URL: https://github.com/alasgarliakbar/seqcomp,
        https://alasgarliakbar.github.io/seqcomp/
BugReports: https://github.com/alasgarliakbar/seqcomp/issues
Encoding: UTF-8
RoxygenNote: 7.3.3
Depends: R (>= 4.1.0)
Imports: lamW
Suggests: scoringRules, VGAM, testthat (>= 3.0.0), knitr, rmarkdown
Config/testthat/edition: 3
VignetteBuilder: knitr
NeedsCompilation: no
Packaged: 2026-09-27 16:46:19 UTC; hp
Author: Akbar Alasgarli [aut, cre]
Maintainer: Akbar Alasgarli <alasgarliakbar@gmail.com>
Repository: CRAN
Date/Publication: 2026-09-27 22:50:02 UTC
