YEt Another Sequential Test

Experiments for the paper

• run_simulations.R - an R script that runs the simulation experiments
• evaluate_on_online_retail.R - an R script that validates the method using a public real-world dataset (Online Retail)
• evaluate_on_real_world_data_2.R - an R script that validates the method using real-world data from a major e-commerce platform
• data_generation.R - an R script with classes for data generation
• methods - a folder with the implementation of the sequential tests under comparison
• utils.R - an R script with helper classes and functions

To reproduce the simulation results run run_simulations.R. It will print tables with FDR (false detection rate), power, and sample savings for experiments with both normal and non-normal data.

To reproduce the results of the validation on the Online Retail dataset, run evaluate_on_online_retail.R.