Package: pbo 1.3.5
Matt Barry
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.
Authors:
pbo_1.3.5.tar.gz
pbo_1.3.5.zip(r-4.5)pbo_1.3.5.zip(r-4.4)pbo_1.3.5.zip(r-4.3)
pbo_1.3.5.tgz(r-4.4-any)pbo_1.3.5.tgz(r-4.3-any)
pbo_1.3.5.tar.gz(r-4.5-noble)pbo_1.3.5.tar.gz(r-4.4-noble)
pbo_1.3.5.tgz(r-4.4-emscripten)pbo_1.3.5.tgz(r-4.3-emscripten)
pbo.pdf |pbo.html✨
pbo/json (API)
NEWS
| # Install 'pbo' in R: |
| install.packages('pbo', repos = c('https://mrbcuda.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/mrbcuda/pbo/issues
Last updated 2 years agofrom:b132dda7b2. Checks:OK: 1 NOTE: 6. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Sep 10 2024 |
| R-4.5-win | NOTE | Sep 10 2024 |
| R-4.5-linux | NOTE | Sep 10 2024 |
| R-4.4-win | NOTE | Sep 10 2024 |
| R-4.4-mac | NOTE | Sep 10 2024 |
| R-4.3-win | NOTE | Sep 10 2024 |
| R-4.3-mac | NOTE | Sep 10 2024 |
Exports:pbo
Dependencies:codetoolsdeldirforeachinterpiteratorsjpeglatticelatticeExtraMASSpngRColorBrewerRcppRcppEigen
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Probability of backtest overfitting. | pbo-package |
| PBO in-sample selection dot plot. | dotplot.pbo |
| PBO rank logits histogram. | histogram.pbo |
| Probability of backtest overfitting | pbo |
| Writes grid text to a default predetermined location. | pbo_show_config |
| PBO xy-plots | xyplot.pbo |
