Probability of Backtest Overfitting


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Documentation for package ‘pbo’ version 1.3.5

Help Pages

pbo-package Probability of backtest overfitting.
dotplot.pbo PBO in-sample selection dot plot.
histogram.pbo PBO rank logits histogram.
pbo Probability of backtest overfitting
pbo_show_config Writes grid text to a default predetermined location.
xyplot.pbo PBO xy-plots