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pbo  

Probability of Backtest Overfitting
View on CRAN: Click here


Download and install pbo package within the R console
Install from CRAN:
install.packages("pbo")

Install from Github:
library("remotes")
install_github("cran/pbo")

Install by package version:
library("remotes")
install_version("pbo", "1.3.5")



Attach the package and use:
library("pbo")
Maintained by
Matt Barry
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2014-05-31
Latest Update: 2022-05-26
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.
How to cite:
Matt Barry (2014). pbo: Probability of Backtest Overfitting. R package version 1.3.5, https://cran.r-project.org/web/packages/pbo. Accessed 05 Jun. 2026.
Previous versions and publish date:
1.3.4 (2014-05-31 01:49)
Other packages that cited pbo R package
View pbo citation profile
Other R packages that pbo depends, imports, suggests or enhances
Complete documentation for pbo
Functions, R codes and Examples using the pbo R package
Some associated functions: dotplot.pbo . histogram.pbo . pbo-package . pbo . pbo_show_config . xyplot.pbo . 
Some associated R codes: lattice.pbo.R . pbo-package.R . pbo.R . summary.pbo.R .  Full pbo package functions and examples
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