To cite package ‘seqcomp’ in publications use: Alasgarli A (2026). _seqcomp: Sequential Comparison of Probabilistic Forecasts_. R package version 0.1.0. The implementation was developed with reference to the arXiv version of Choe and Ramdas (2024), which contains appendix material with additional formulae, proofs, and definitions used in the implementation. The main citation refers to the published Operations Research version., . A BibTeX entry for LaTeX users is @Manual{, title = {seqcomp: Sequential Comparison of Probabilistic Forecasts}, author = {Akbar Alasgarli}, year = {2026}, note = {R package version 0.1.0. The implementation was developed with reference to the arXiv version of Choe and Ramdas (2024), which contains appendix material with additional formulae, proofs, and definitions used in the implementation. The main citation refers to the published Operations Research version.}, url = {https://github.com/alasgarliakbar/seqcomp}, } Choe Y, Ramdas A (2024). “Comparing Sequential Forecasters.” _Operations Research_, *72*(4), 1368-1387. doi:10.1287/opre.2021.0792 . A BibTeX entry for LaTeX users is @Article{, title = {Comparing Sequential Forecasters}, author = {Yo Joong Choe and Aaditya Ramdas}, journal = {Operations Research}, year = {2024}, volume = {72}, number = {4}, pages = {1368--1387}, doi = {10.1287/opre.2021.0792}, } Howard S, Ramdas A, McAuliffe J, Sekhon J (2021). “Time-uniform, nonparametric, nonasymptotic confidence sequences.” _The Annals of Statistics_, *49*(2). doi:10.1214/20-AOS1991 . A BibTeX entry for LaTeX users is @Article{, title = {Time-uniform, nonparametric, nonasymptotic confidence sequences}, author = {Steven R. Howard and Aaditya Ramdas and Jon McAuliffe and Jasjeet Sekhon}, journal = {The Annals of Statistics}, year = {2021}, volume = {49}, number = {2}, doi = {10.1214/20-AOS1991}, } Howard S, Ramdas A, McAuliffe J, Sekhon J (2020). “Time-uniform Chernoff bounds via nonnegative supermartingales.” _Probability Surveys_, *17*. doi:10.1214/18-PS321 . A BibTeX entry for LaTeX users is @Article{, title = {Time-uniform Chernoff bounds via nonnegative supermartingales}, author = {Steven R. Howard and Aaditya Ramdas and Jon McAuliffe and Jasjeet Sekhon}, journal = {Probability Surveys}, year = {2020}, volume = {17}, doi = {10.1214/18-PS321}, } Ramdas A, Grünwald P, Vovk V, Shafer G (2023). “Game-Theoretic Statistics and Safe Anytime-Valid Inference.” _Statistical Science_, *38*(4), 576-601. doi:10.1214/23-STS894 . A BibTeX entry for LaTeX users is @Article{, title = {Game-Theoretic Statistics and Safe Anytime-Valid Inference}, author = {Aaditya Ramdas and Peter Grünwald and Vladimir Vovk and Glenn Shafer}, journal = {Statistical Science}, year = {2023}, volume = {38}, number = {4}, pages = {576--601}, doi = {10.1214/23-STS894}, } Waudby-Smith I, Arbour D, Sinha R, Kennedy E, Ramdas A (2024). “Time-uniform central limit theory and asymptotic confidence sequences.” _The Annals of Statistics_, *52*(6). doi:10.1214/24-AOS2408 . A BibTeX entry for LaTeX users is @Article{, title = {Time-uniform central limit theory and asymptotic confidence sequences}, author = {Ian Waudby-Smith and David Arbour and Ritwik Sinha and Edward H. Kennedy and Aaditya Ramdas}, journal = {The Annals of Statistics}, year = {2024}, volume = {52}, number = {6}, doi = {10.1214/24-AOS2408}, }