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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.

Type Size Name Uploaded Downloads Labels
conda 1.1 MB | noarch/r-pbo-1.3.5-r43h142f84f_0.tar.bz2  1 year and 2 months ago 23 main
conda 1.1 MB | noarch/r-pbo-1.3.5-r42h142f84f_0.tar.bz2  2 years and 9 months ago 52 main
conda 1.1 MB | noarch/r-pbo-1.3.4-r36h6115d3f_0.tar.bz2  5 years and 22 days ago 116 main

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