Man pages for htso/PBO
Probability of Backtest Overfitting

CalcLambdaCalculate lambda and other attributes of the combinatoric...
DivideMatDivide a matrix into N chunks of equal size
helloHello, World!
PBOCalculate the Probability of Backtest Overfitting (PBO)
TrainValSplitForm the train/validation split by generating all...
htso/PBO documentation built on Jan. 31, 2020, 4:20 p.m.