joshoberman/backtest: Backtest many time series models for automatic model selection
Version 0.1.0

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 <[email protected]>
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 July 27, 2017, 12:02 a.m.