Wednesday 24 June 2015

Results of Permutation tests on Cauchy-Schwarz

Following on from my previous post, I have to say that the results have been quite disappointing - in all the tests I have conducted so far I have been unable to reject the null hypothesis. These tests are still on-going and I may yet find some gold, but it is looking increasingly unlikely and so I won't bore readers with the results of these negative tests. Unless something drastically changes I am planning on abandoning the Cauchy-Schwarz matching algorithm, at least in its current form.

For those who are interested, the test I am conducting is the data mining bias adjusted random permutation test, which is the file on my Data Snooping Tests page on Github.

Soon I shall be going away for the summer and although I will continue working on a borrowed laptop, I am not sure what internet access I will have and so this post may be my last substantive post until some time in September. I am taking a lot of reading with me, all my Octave code and data and I have loaded up my R installation with lots of interesting packages to play around with some new ideas, so hopefully there will be some interesting new things to post about in the autumn.

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