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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.
Package details 


Author  Matt Barry <[email protected]> 
Date of publication  20140531 01:49:51 
Maintainer  Matt Barry <[email protected]> 
License  MIT + file LICENSE 
Version  1.3.4 
URL  https://github.com/mrbcuda/pbo 
Package repository  View on CRAN 
Installation 
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