Expand description
Sequential / always-valid testing via the mixture mSPRT approach.
Key property: once Significant is returned, subsequent calls with more
data never downgrade it — the ever_significant flag is sticky.
Practical decision rule (simplified mSPRT for median delta):
- Require min sample per arm (same as fixed-horizon).
- Compute bootstrap CI.
- Apply alpha spending: effective α = 0.05 / ln(max(n,e)). This bounds Type I error uniformly over all stopping times.
- CI threshold: lo > 0 (increase) or hi < 0 (decrease).
- Once Significant, stays Significant (
ever_significantis sticky).
Structs§
Enums§
- Decision
- Outcome of a sequential significance test.
Functions§
- decide
- Always-valid decision with a sticky
ever_significantflag.