The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.
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 |
| Reference manual: | pbo.pdf |
| Vignettes: |
Using the PBO package |
| 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 |
Please use the canonical form https://CRAN.R-project.org/package=pbo to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.