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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.3.5 |
rolling linux/jammy R-4.5 | pbo_1.3.5.tar.gz |
1.0 MiB |
1.3.5 |
rolling linux/noble R-4.5 | pbo_1.3.5.tar.gz |
1.0 MiB |
1.3.5 |
rolling source/ R- | pbo_1.3.5.tar.gz |
1.0 MiB |
1.3.5 |
latest linux/jammy R-4.5 | pbo_1.3.5.tar.gz |
1.0 MiB |
1.3.5 |
latest linux/noble R-4.5 | pbo_1.3.5.tar.gz |
1.0 MiB |
1.3.5 |
latest source/ R- | pbo_1.3.5.tar.gz |
1.0 MiB |
1.3.5 |
2026-04-26 source/ R- | pbo_1.3.5.tar.gz |
1.0 MiB |
1.3.5 |
2026-04-23 source/ R- | pbo_1.3.5.tar.gz |
1.0 MiB |
1.3.5 |
2026-04-09 windows/windows R-4.5 | pbo_1.3.5.zip |
1.0 MiB |
1.3.5 |
2025-04-20 source/ R- | pbo_1.3.5.tar.gz |
1.0 MiB |
Dependencies (latest)
Imports
- utils (>= 4.1.2)
- lattice (>= 0.20.45)
- latticeExtra (>= 0.6.29)
- foreach (>= 1.5.2)