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 May 9, 2019, 5:04 a.m.