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)pbo_1.3.5.zip(r-4.6)pbo_1.3.5.zip(r-4.5)
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✨
card.svg |card.png
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

On CRAN:

Conda:

5.40 score 50 stars 8 scripts 252 downloads 1 exports 13 dependencies

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

TargetResultTimeFilesSyslog
linux-devel-x86_64NOTE127
source / vignettesOK170
linux-release-x86_64NOTE162
macos-release-arm64NOTE91
macos-oldrel-arm64NOTE67
windows-develNOTE91
windows-releaseNOTE71
windows-oldrelNOTE66
wasm-releaseOK111

Exports:pbo

Dependencies:codetoolsdeldirforeachinterpiteratorsjpeglatticelatticeExtraMASSpngRColorBrewerRcppRcppEigen

Using the PBO package

Rendered frompbo.Rmdusingknitr::knitron May 17 2026.

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