The settings: we have a sequence of numbers generated from a normal distribution with $\mu=1;\sigma^2 = 1 $. And with every new observation collected, we'd like to test for: $H_0:\mu_0=0$ (two-sided).
From what I've learned in school, there is the Wald's group sequential for when comparing two simple hypothesis, and I would like to know what is available for complex hypothesis.
What I am looking for is:
Some reference text (article/book) that describes the solution for this (or a similar) case.
If there is some implementation in R for performing such a test.