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 <joshua.oberman@inquidia.com>
LicenseMIT + file LICENSE
Version0.1.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("joshoberman/backtest")
joshoberman/backtest documentation built on May 21, 2019, 8:03 a.m.