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.
| Version: | 0.3.0 |
| Depends: | R (≥ 4.1.0) |
| Imports: | lamW |
| Suggests: | scoringRules, VGAM, testthat (≥ 3.0.0), knitr, rmarkdown |
| Published: | 2026-09-27 |
| DOI: | 10.32614/CRAN.package.seqcomp |
| Author: | Akbar Alasgarli [aut, cre] |
| Maintainer: | Akbar Alasgarli <alasgarliakbar at gmail.com> |
| BugReports: | https://github.com/alasgarliakbar/seqcomp/issues |
| License: | MIT + file LICENSE |
| URL: | https://github.com/alasgarliakbar/seqcomp, https://alasgarliakbar.github.io/seqcomp/ |
| NeedsCompilation: | no |
| Citation: | seqcomp citation info |
| Materials: | README, NEWS |
| CRAN checks: | seqcomp results |
| Reference manual: | seqcomp.html , seqcomp.pdf |
| Vignettes: |
Choosing an Adaptive Betting Strategy (source, R code) Getting started with seqcomp (source, R code) Comparing Multiple Forecasters with SMCS (source, R code) |
| Package source: | seqcomp_0.3.0.tar.gz |
| Windows binaries: | r-devel: seqcomp_0.1.0.zip, r-release: seqcomp_0.1.0.zip, r-oldrel: seqcomp_0.1.0.zip |
| macOS binaries: | r-release (arm64): seqcomp_0.1.0.tgz, r-oldrel (arm64): seqcomp_0.3.0.tgz, r-release (x86_64): seqcomp_0.3.0.tgz, r-oldrel (x86_64): seqcomp_0.3.0.tgz |
| Old sources: | seqcomp archive |
Please use the canonical form https://CRAN.R-project.org/package=seqcomp to link to this page.