pbo: Probability of Backtest Overfitting

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:

Reference manual:	pbo.html , pbo.pdf
Vignettes:	Using the PBO package (source, R code)

Downloads:

Package source:	pbo_1.3.5.tar.gz
Windows binaries:	r-devel: pbo_1.3.5.zip, r-release: pbo_1.3.5.zip, r-oldrel: pbo_1.3.5.zip
macOS binaries:	r-release (arm64): pbo_1.3.5.tgz, r-oldrel (arm64): pbo_1.3.5.tgz, r-release (x86_64): pbo_1.3.5.tgz, r-oldrel (x86_64): pbo_1.3.5.tgz
Old sources:	pbo archive

Linking:

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