Following the method of Bailey et al., computes for a collection of candidate models the probability of backtest overfitting, the performance degradation and probability of loss, and the stochastic dominance.
Version: 1.3.5 Depends: R (≥ 4.0.0) Imports: utils (≥ 4.1.2), lattice (≥ 0.20.45), latticeExtra (≥ 0.6.29), foreach (≥ 1.5.2) Suggests: PerformanceAnalytics, grid, testthat, doParallel, parallel, knitr, spelling Published: 2022-05-26 DOI: 10.32614/CRAN.package.pbo Author: Matt Barry [aut, cre] Maintainer: Matt Barry <mrb at softisms.com> BugReports: https://github.com/mrbcuda/pbo/issues License: MIT + file LICENSE URL: https://github.com/mrbcuda/pbo NeedsCompilation: no Language: en-US Materials: README NEWS In views: Finance CRAN checks: pbo results Documentation: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=pbo to link to this page.
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