This repository contains an R package with all code necessary to reproduce simulation results and all plots from

Howard, S. R., Ramdas, A., McAuliffe, J, and Sekhon, J. (2018), Time-uniform, nonparametric, nonasymptotic confidence sequences, preprint, arXiv:1810.08240.

For implementations of the uniform boundaries themselves, look at the confseq package.

You can install the package like so:

install.packages('devtools')
devtools::install_github('gostevehoward/cspaper')

Building the simulation code requires a C++ compiler with C++14 support. You will need to have the BH and confseq R packages installed, since we link against C++ headers from those libraries.

To run simulations for Figure 1 and generate the plots:

intro_simulations(save=TRUE)
plot_intro(save=TRUE)

To run simulations for Figure 7 and generate the plots:

bounded_simulations(save=TRUE)
save_all_plots()

To generate the rest of the plots:

# Figure 3:
poly_stitching_plot(save=TRUE)
# Figure 4:
plot_normalized_boundaries(save=TRUE)
# Figure 5:
bernoulli_ate_plot(save=TRUE)
# Figure 6:
save_ellipse_plots()
# Figure S1:
discrete_mixture_plot(save=TRUE)
# Figure S2:
make_finite_lil_plot_simplified(save=TRUE)
# Figure S3:
make_finite_lil_plot(save=TRUE)