eproc

Anytime-valid sequential testing and confidence sequences.
git clone git://git.ppad.tech/eproc.git
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CHANGELOG (2251B)

      1 # Changelog
      2 
      3 - 0.5.1 (2026-10-11)
      4   * Supports GHC 9.8 (base 4.19), where Prelude does not export
      5     foldl'.
      6 
      7 - 0.5.0 (2026-08-21)
      8   * Adds Numeric.Eproc.Bounded.configInterval: interval nulls
      9     H_0: m_lo <= E[x | F] <= m_hi for the two-sided bounded-mean
     10     test, with the positive-direction process centred at m_hi and
     11     the negative-direction process at m_lo. The point-null 'config'
     12     is the degenerate case m_lo = m_hi and behaves exactly as
     13     before.
     14   * Adds InvalidNullInterval to ConfigError (a breaking change for
     15     exhaustive matches on that type).
     16 
     17 - 0.4.1 (2026-07-04)
     18   * Fixes a bug that made confidence sequences needlessly conservative.
     19 
     20 - 0.4.0 (2026-07-03)
     21   * Adds calibrated evidence accessors to every test module:
     22     'log_evalue', 'log_evalue_sup', and the anytime-valid 'p_value'.
     23   * Adds Numeric.Eproc.Mixture: uniform convex mixtures of
     24     e-processes, for testing a null against a union of qualitatively
     25     different alternatives at a single Ville threshold.
     26   * Adds Numeric.Eproc.ConfSeq: anytime-valid confidence sequences
     27     for bounded means, via the hedged-capital construction of
     28     Waudby-Smith & Ramdas (2024).
     29   * Adds InvalidComponentCount and InvalidGridSize to ConfigError.
     30 
     31 - 0.3.0 (2026-07-02)
     32   * Introduces a breaking API change: 'log_wealth' now returns the
     33     current log-wealth, whereas the supremum-thus-far statistic is
     34     exposed as 'log_wealth_sup'.
     35 
     36 - 0.2.2 (2026-07-02)
     37   * Adds a Numeric.Eproc.Bernoulli.TwoSided module for a two-sided
     38     Bernoulli rate test.
     39 
     40 - 0.2.1 (2026-07-02)
     41   * Two-sided bounded-mean tests now reject faster, or at least never
     42     later.
     43 
     44 - 0.2.0 (2026-06-28)
     45   * Introduces several breaking API changes, along with various internal
     46     refinements:
     47 
     48     * config functions now return 'Either ConfigError Config' and reject invalid
     49       parameters.
     50 
     51     * the 'Bernoulli.config' argument order changed from (a, p, b) to (p, a, b),
     52       for consistency with other modules.
     53 
     54     * log_wealth now returns the supremum, not the current value.
     55 
     56 - 0.1.0 (2026-06-03)
     57   * Initial release, supporting anytime-valid sequential testing via
     58     e-processes: bounded-mean, Bernoulli, and paired two-sample tests,
     59     with fixed-lambda, aGRAPA, and ONS bettors.