This example, from Keith Soper at Merck, illustrates the exact permutation Cochran-Armitage test carried out on permutation resamples. In the following data set, the 0s represent failures and the 1s ...
A comprehensive framework for implementing and testing trading strategies using Monte Carlo Permutation Tests (MCPT) with parallel processing and visualisation. test_type: {'insample', 'walkforward', ...
Tests based on the permutation of observations are a common and attractive method of comparing two groups of outcomes, in part because they retain proper test size with minimal assumptions and can ...