Package: pbo
Type: Package
Title: Probability of Backtest Overfitting
Version: 1.3.4
Date: 2014-05-18
Author: Matt Barry <mrb@softisms.com>
Maintainer: Matt Barry <mrb@softisms.com>
Description: Following the method of Bailey et al., computes for a collection
    of candidate models the probability of backtest overfitting, the
    performance degradation and probability of loss, and the stochastic
    dominance.
License: MIT + file LICENSE
URL: https://github.com/mrbcuda/pbo
BugReports: https://github.com/mrbcuda/pbo/issues
Depends: utils, lattice
Suggests: PerformanceAnalytics, foreach, grid, latticeExtra, testthat,
        doParallel, knitr
VignetteBuilder: knitr
Packaged: 2014-05-30 19:22:18 UTC; mrb
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2014-05-31 01:49:51
Built: R 4.1.0; ; 2020-08-03 05:11:10 UTC; windows
