pbo: Probability of Backtest Overfitting
Version 1.3.4

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.

AuthorMatt Barry <mrb@softisms.com>
Date of publication2014-05-31 01:49:51
MaintainerMatt Barry <mrb@softisms.com>
LicenseMIT + file LICENSE
Version1.3.4
URL https://github.com/mrbcuda/pbo
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("pbo")

Getting started

Package overview
README.md

Popular man pages

dotplot.pbo: PBO in-sample selection dot plot.
histogram.pbo: PBO rank logits histogram.
pbo: Probability of backtest overfitting
pbo-package: Probability of backtest overfitting.
pbo_show_config: Writes grid text to a default predetermined location.
xyplot.pbo: PBO xy-plots
See all...

All man pages Function index File listing

Man pages

dotplot.pbo: PBO in-sample selection dot plot.
histogram.pbo: PBO rank logits histogram.
pbo: Probability of backtest overfitting
pbo-package: Probability of backtest overfitting.
pbo_show_config: Writes grid text to a default predetermined location.
xyplot.pbo: PBO xy-plots

Functions

dotplot.pbo Man page Source code
histogram.pbo Man page Source code
pbo Man page Source code
pbo-package Man page
pbo_show_config Man page Source code
summary.pbo Source code
xyplot.pbo Man page Source code

Files

inst
inst/doc
inst/doc/pbo.R
inst/doc/pbo.html
inst/doc/pbo.Rmd
tests
tests/test_pbo_function.R
tests/test_pbo_threshold.R
tests/test_pbo_parallel.R
NAMESPACE
R
R/summary.pbo.R
R/pbo.R
R/lattice.pbo.R
R/pbo-package.R
vignettes
vignettes/pbo.Rmd
README.md
MD5
build
build/vignette.rds
DESCRIPTION
man
man/pbo-package.Rd
man/figures
man/figures/perf14.png
man/figures/plot44.png
man/figures/full2.png
man/figures/high7.png
man/figures/high3.png
man/figures/high1.png
man/figures/large_high5.png
man/figures/full3.png
man/figures/low3.png
man/figures/high4.png
man/figures/high6.png
man/figures/full6.png
man/figures/large_high1.png
man/figures/low7.png
man/figures/plot42.png
man/figures/plot46.png
man/figures/low5.png
man/figures/plot43.png
man/figures/perf12.png
man/figures/low6.png
man/figures/full4.png
man/figures/perf24.png
man/figures/high2.png
man/figures/large_high3.png
man/figures/plot45.png
man/figures/perf21.png
man/figures/low4.png
man/figures/perf23.png
man/figures/perf22.png
man/figures/full5.png
man/figures/large_high4.png
man/figures/perf11.png
man/figures/plot47.png
man/figures/low1.png
man/figures/high5.png
man/figures/large_high6.png
man/figures/large_high2.png
man/figures/plot41.png
man/figures/large_high7.png
man/figures/perf13.png
man/figures/low2.png
man/figures/full1.png
man/dotplot.pbo.Rd
man/histogram.pbo.Rd
man/pbo.Rd
man/xyplot.pbo.Rd
man/pbo_show_config.Rd
LICENSE
pbo documentation built on May 19, 2017, 6:58 p.m.

Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.

Please suggest features or report bugs in the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.