Package: pbo
Type: Package
Title: Probability of Backtest Overfitting
Version: 1.3.5
Authors@R: c(
  person('Matt','Barry',email='mrb@softisms.com',
    role=c('aut','cre')))
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
Encoding: UTF-8
RoxygenNote: 7.1.2
Depends: R (>= 4.0.0)
Imports: utils (>= 4.1.2), lattice (>= 0.20.45), latticeExtra (>=
        0.6.29), foreach (>= 1.5.2)
Suggests: PerformanceAnalytics, grid, testthat, doParallel, parallel,
        knitr, spelling
VignetteBuilder: knitr
Language: en-US
NeedsCompilation: no
Packaged: 2022-05-26 14:18:57 UTC; mrb
Author: Matt Barry [aut, cre]
Maintainer: Matt Barry <mrb@softisms.com>
Repository: CRAN
Date/Publication: 2022-05-26 14:40:02 UTC
Built: R 4.4.3; ; 2026-01-12 19:21:44 UTC; windows
