Tag Archives: verification

Replication Problems: Mannian Verification Stats

If anyone feels like sticking needles in their eyes, I’d appreciate assistance in trying to figure out Mannian verification statistics. Even when Mann posts up his code, replication is never easy since they never bothered to ensure that the frigging code works. Or maybe they checked to see that it didn’t work. UC’s first post […]

The RE Benchmark of 0

In MM2005a,b,c, we observed that the RE statistic had no theoretical distribution. We noted that MBH had purported to establish a benchmark by simulations using AR1 red noise series with AR1=0.2, yielding a RE benchmark of 0. We originally observed that high RE statistics could be obtained from PC operations on red noise in MM2005a […]

Wahl and Ammann: Some Verification Statistics

I’m now completely file compatible with Wahl and Ammann. In terms of my algorithm, I had to tweak the procedure for scaling RPCs a little, but the RPCs themselves were identical. It took some patience to reconcile differing data setups. I archived results from a complete run-through from their base case a couple of days […]