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Sequential Testing Application

Use this application to plan and analyze sequential A/B tests. If you know what peeking is, you probably know you should not being doing it.

This application allows you to peek responsibly by adjusting test statistics to compensate for type 1 error inflation and then adjusting sample sizes to compensate for the corresponding loss in power.

Features

  • Sample size calculation
  • Compare sample sizes with fixed horizon (non-sequential) test design
  • Plot expected test duration by effect size
  • Plot boundary crossing probabilities by effect size (like a power plot)
  • Non-inferiority margin applied to control variant
  • Adjusted boundary values for multiple testing scenarios (multiple variants or metrics)

Version history

  • v3.21 - May 17, 2022
    • Updated nav links
  • v3.2 Jan 22, 2022
    • Fixed label over sample sizes for the multiple comparisons table. "Max" was corrected to "Min".
  • v3.1 Dec 16, 2021
    • Fixed issue with the configuration shortcut loader
    • Added recommended number of checkpoints
  • v3.0 Dec 9, 2021
    • Major change to the display of test outcomes (post test and after decision boundary crossed)
    • Moved results analysis elements into different containers
    • Resolved bugs in confidence interval estimates
    • Major overhaul to the way that the planned analyses are reset after results have been entered. Much more robust and flexible now.
  • v2.9 Dec 5, 2021
    • Fixed power and sample plots for 2-tail tests
    • Added sample sizes to multiple comparison table
    • Rearranged current traffic inputs and added weekly traffic calculation
    • Added Search Disocvery navigation bar to other tools
  • v2.8 Sep 22, 2021
    • Smoothed lines in power plot
    • Fixed added to Clear Results button
  • v2.7 Apr 15, 2021
    • Fixed sample size reported when multiple comparisons is selected (reports by variant)
    • Power plot, sample plot, results table, and boundary plots now hide if multiple comparisons selected
    • Changed input for results checkpoint selector from a slider to a dropdown
    • Changed add2results and clear-results to buttons instead of text links
    • Fixed multiple comparison table...now displays all z-score columns instead of the ambiguous original only
  • v2.6 Apr 14, 2021
    • Added fixed horizon sample size to plots
  • v2.5 Apr 14, 2021
    • Fixed bug with shortcut loading
    • Limited check-ins to 18, greater than 18 throws an error with gsDesign package (not certain why)
    • Optimization added for design creation code - no longer creates 2 designs by default, only when adding results
    • Added error message if there's ever a problem processing the test design, it won't crash the app
    • Added color to the boundary plot efficacy and futility areas
  • v2.1 Minor updates to wording, some code simplifications, improvements to readme file, versioning added
    • Multiple comparisons input added to shortcut links, old links with results need to be updated
      • Old link without results: 95,80,10,10,1,0,10000,4,1000,7,
      • New link without results: 95,80,10,10,1,0,10000,4,1000,7,0, Notice "0," added to end for the new input
      • Old link with results: 95,80,10,10,1,0,10000,4,1000,7,1|100|1000|110|1000|0.73
      • New link with results: 95,80,10,10,1,0,10000,4,1000,7,0,1|100|1000|110|1000|0.73 Notice "0," added mid-string
  • v2.0 Released October 2020.
  • v1.0 Released some time in May 2020.

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Plan and analyze sequential tests

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