r-pbo
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.
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.
| Name | Type | Version | Platform | Labels | Updated | Size | Downloads | Actions |
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noarch/r-pbo-1.3.4-r36h6115d3f_0.tar.bz2 | conda | 1.3.4 | noarch | main | Oct 15, 2019, 04:29 PM | 1.09 MB | 1 |