savvi 0.2.0

savvi is a package for Safe Anytime Valid Inference

savvi

savvi is a package for Safe Anytime Valid Inference. Also, it’s a savvy pun.

From Ramdas et al. (2023):

Safe anytime-valid inference (SAVI) provides measures of statistical evidence and certainty – e-processes for testing and confidence sequences for estimation – that remain valid at all stopping times, accommodating continuous monitoring and analysis of accumulating data and optional stopping or continuation for any reason.

Install

Stable version:

pip install savvi

Development version:

pip install git+https://github.com/assuncaolfi/savvi

For development, use pdm.

Get started

See the example gallery.

Ramdas, Aaditya, Peter Grünwald, Vladimir Vovk, and Glenn Shafer. 2023. “Game-Theoretic Statistics and Safe Anytime-Valid Inference.” https://arxiv.org/abs/2210.01948.