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: 1.3.4
Depends: utils, lattice
Suggests: PerformanceAnalytics, foreach, grid, latticeExtra, testthat, doParallel, knitr
Published: 2014-05-31
Author: Matt Barry
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
Materials: README
In views: Finance
CRAN checks: pbo results


Reference manual: pbo.pdf
Vignettes: Using the PBO package
Package source: pbo_1.3.4.tar.gz
Windows binaries: r-devel: pbo_1.3.4.zip, r-release: pbo_1.3.4.zip, r-oldrel: pbo_1.3.4.zip
OS X El Capitan binaries: r-release: pbo_1.3.4.tgz
OS X Mavericks binaries: r-oldrel: pbo_1.3.4.tgz


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