R Observatory: Metrics for seqcomp version 0.3.0

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

seqcomp

0.3.0Package record

Sequential Comparison of Probabilistic Forecasts

0packages depend

973downloads / year

91.9%test coverage

13/13flavors OK

Overview

About

Maintained by Akbar AlasgarliCRAN page ↗GitHub ↗Website ↗Issues ↗

Implements tools for the anytime-valid sequential comparison of two or more probabilistic forecasters. Provides binary, categorical, and quantile scoring rules, together with finite-sample confidence sequences and e-processes following Choe and Ramdas (2024) doi:10.1287/opre.2021.0792. Extends to multi-model evaluation via Sequential Model Confidence Sets, following Arnold, Gavrilopoulos, Schulz, and Ziegel (2026) doi:10.1093/jrsssb/qkag066, using closure principles, joint confidence sequences, and accelerated closed-testing. Adaptive betting fractions for the strong null (aGRAPA and ONS-m) are adapted from Waudby-Smith and Ramdas (2024) doi:10.1093/jrsssb/qkad009. Also includes Winkler-score comparisons, lag handling, and predictable-bound betting e-processes.

Changes in 0.3.0

New Features

Added lambda_betting_agrapa() and lambda_betting_ons(), adaptive betting-fraction rules for the strong-null e-process (eprocess_betting()), adapting the aGRAPA and ONS-m algorithms of Waudby-Smith and Ramdas (2024) to Arnold et al. (2026)'s bounded strong-null setting. These adaptations are original to seqcomp, not given in either source paper.
Added build_agrapa_betting_array() and build_ons_betting_array() to construct the T x m x m lambda_param arrays these rules require for smcs_strong(), including a period argument for known periodic (e.g. day-of-week) structure.
Added a new vignette, "Choosing an Adaptive Betting Strategy: Temporal Dependence and Pathologies", comparing naive, aGRAPA, ONS-m, and Arnold et al.'s quantile-specific betting rules across structural breaks, autocorrelated noise, near-degenerate bounds, volatility clustering, and closed-testing dilution.

Show all changes in 0.3.0Hide the rest of the changes in 0.3.0

Renamed

compare_multiple_forecasts() is renamed to smcs_compare(). This function was never released on CRAN (only available on GitHub as part of unreleased 0.2.0 development), so this is not a breaking change for any CRAN user.

Minor Improvements & Fixes

Removed the floor of 1 on the intrinsic time in cs_bernstein() after verifying it does not cause any numerical issues (as for validity, the floor was a conservative measure in the fist place, so nothing that affects validity).

From NEWS.md in the release

Install

R (CRAN)pak (dev)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("seqcomp", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("alasgarliakbar/seqcomp")

Development version from alasgarliakbar/seqcomp. Installs pak first if it is not already available.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-seqcomp

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled. We list this channel from recorded r2u download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-seqcomp

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-seqcomp

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed). We list this channel from recorded autoCRAN download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

Health

CRAN checks

13OK

CRAN check page ↗

Slowest check: 2.5 min · r-release-macos-x86_64

Status changes

OK13 OK2026-08-04
NOTE12 OK, 1 NOTE2026-08-01
OK7 OK2026-07-01

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 0.3.0

READMEYes · 842 wordsVignettesYes · 3 · dynamicNEWSYes · 100% structured · mentions 0.3.0Citation fileYes · cites a publicationWebsiteYes · pkgdown

Help pages: 42includes a package overview page
Examples that run: 100%41 run in a plain check (3 of them under a condition)
Exported functions with examples: 100%
Documented parameters: 100%
Return-value docs: 100%
Help pages citing references: 7%

Vignettes (3)

How these are measured

Downloads

973

CRAN downloads in the past year

Rank #15,976 · ~3/day · ~81/mo

Releases R versions

Daily download trend is not available in this view yet.

45930 days

77690 days

9731 year

Compare downloads with other packages →

Also on26 r2u1 autocran

How downloads are counted

Repository

alasgarliakbar/seqcomp ↗Account: alasgarliakbar

1Stars

0Forks

0Open issues

0Open PRs

0Releases

9Commits

1Commit identities

anytime-validforecastinghypothesis-testingquantitative-riskrstatssequential-analysis

9 commits · Last activity 2026-09-27 · 0% stars, 30d

Responsiveness

How these are sampled

PRs merged (all time): 100%
Median days to close, 50 most recently updated closed issues: not measured
Median days to close, 50 most recently updated closed PRs: 0

Stars over time

2026-07-07 · 02026-07-11 · 1

How these are measured

PracticesBeta

9 development-tooling and community-health practices detected across 5 families in the upstream repository

Checks run against github.com/alasgarliakbar/seqcomp on 2026-10-18.

Continuous integration (2)

GitHub ActionsR CMD check workflow

The R CMD check workflow runs on Linux, macOS and Windows, and on R-devel

Governance and community (1)

Issue templates

Docs source (4)

README.Rmdpkgdown

GitHub Pages site last deployed 2026-09-27 · The repository has a site deploy workflow

pkgdown site last built 2026-09-27

CRAN release process (1)

cran-comments.md

Show all practicesHide 1 practice

Lint, format, editor (1)

RStudio project

How this is detected·Detection ruleset v3 (2026-09-26)

Dependencies

Declared dependencies

6 external dependencies (excludes base and recommended)

Installing seqcomp adds 3 packages (3 with compiled code, 2.5 MB of source tarballs). Heaviest: Rcpp 1.8 MB, RcppParallel 744 KB, lamW 17 KB.

Depends (1)

R >= 4.1.0

Imports (1)

lamW

LinkingTo (0)

none

Suggests (5)

scoringRules VGAM testthat knitr rmarkdown

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

How these are counted

Code & Tests

People & History

People (1)

Akbar Alasgarli

Author, Maintainer since 0.1.0 (2026)

Releases (2)

Pick two releases to compare their code metrics.

0.3.0Latest
record
2026-09-27 · current release · diff ↗ ·
added 11 exports
build_agrapa_betting_array, build_ons_betting_array, build_quantile_betting_arrays, eprocess_betting, lambda_betting_agrapa, lambda_betting_ons, lambda_betting_quantile, smcs_compare, smcs_strong, smcs_weak, vovk_wang_merge
0.1.0
record
2026-06-30
R
R 4.6.0 released · 2026-04-24

Package metadata

First published: 2026-06-30
Total releases: 2 / 1 yrs
License: MIT + file LICENSE OSI
Minimum R: ≥ 4.1.0
Download size: 183 KB

Cite

Cite this package

Run in R for the authors' entry:

citation("seqcomp")

The package provides a citation file, so citation() returns the authors' own entry.

It points to 10.1287/opre.2021.0792, 10.1093/jrsssb/qkag066, 10.1093/jrsssb/qkad009, 10.1214/20-aos1991, 10.1214/18-ps321, 10.1214/23-sts894, 10.1214/24-aos2408.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for seqcomp version 0.3.0 [Data set]. HJJB, LLC. Data release v2026-10-22. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-22, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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