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:Matt Barry [aut, cre]

pbo_1.3.5.tar.gz
pbo_1.3.5.zip(r-4.7-any)pbo_1.3.5.zip(r-4.6-any)pbo_1.3.5.zip(r-4.5-any)
pbo_1.3.5.tgz(r-4.6-any)pbo_1.3.5.tgz(r-4.5-any)
pbo_1.3.5.tar.gz(r-4.7-any)pbo_1.3.5.tar.gz(r-4.6-any)
pbo_1.3.5.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
pbo/json (API)

# 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

On CRAN:

5.77 score 51 stars 23 scripts 419 downloads 1 exports 13 dependencies

Last updated from:b132dda7b2. Checks:7 NOTE, 2 OK. Indexed: yes.

Target	Result	Time
linux-devel	NOTE	131
source / vignettes	OK	184
linux-release	NOTE	128
macos-release	NOTE	99
macos-oldrel	NOTE	97
windows-devel	NOTE	65
windows-release	NOTE	82
windows-oldrel	NOTE	71
wasm-release	OK	92

Exports:pbo

Dependencies:codetools deldir foreach interp iterators jpeg lattice latticeExtra MASS png RColorBrewer Rcpp RcppEigen

Using the PBO package

Probability of Backtest Overfitting | Reference

Rendered frompbo.Rmdusingknitr::knitr

Last update: 2022-05-26
Started: 2014-05-23

Citation

Development and contributors

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