savvi
savvi is a package for Safe Anytime Valid Inference (SAVI). Also, it’s a savvy pun.
The goal of this package is to provide methods to calculate confidence intervals and p-values that are valid at all sample sizes.
More formally, given a significance level
See Ramdas et al. (2023).
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.
References
Ramdas, Aaditya, Peter Grünwald, Vladimir Vovk, and Glenn Shafer. 2023. “Game-Theoretic Statistics and Safe Anytime-Valid Inference.” https://arxiv.org/abs/2210.01948.