sprtt

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Sequential Probability Ratio Tests Toolbox

Martin Schnuerch, Meike Steinhilber, Anna-Lena Schubert

Last update: 6 July 2023

Copyright license: Affero General Public License

Software version identifier: 0.1.0, 0.2.0

Description

It is a toolbox for Sequential Probability Ratio Tests (SPRT), Wald (1945) <doi:10.2134/agronj1947.00021962003900070011x>. SPRTs are applied to the data during the sampling process, ideally after each observation. At any stage, the test will return a decision to either continue sampling or terminate and accept one of the specified hypotheses. The seq_ttest() function performs one-sample, two-sample, and paired t-tests for testing one- and two-sided hypotheses (Schnuerch & Erdfelder (2019) <doi:10.1037/met0000234>). The seq_anova() function allows to perform a sequential one-way fixed effects ANOVA (Steinhilber et al. (2023) <doi:10.31234/osf.io/m64ne>). Learn more about the package by using vignettes "browseVignettes(package = "sprtt")" or go to the website <https://meikesteinhilber.github.io/sprtt/>.

Cites work

• Sequential Analysis
• Controlling decision errors with minimal costs: The sequential probability ratio t test.
• Sequential Analysis of Variance: Increasing Efficiency of Hypothesis Testing

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