joshoberman/backtest: Backtest many time series models for automatic model selection

This package allows extensive backtesting of many time series models with different sets of endogenous time series. The package exports a single function: runCalc() that expects a well-formed JSON including model name and any time series of interest

Getting started

Package details

AuthorJosh Oberman
MaintainerJosh Oberman <>
LicenseMIT + file LICENSE
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
joshoberman/backtest documentation built on May 21, 2019, 8:03 a.m.