seqcomp
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.
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