pbo_show_config

an object of class <code>pbo</code> as returned by <code><a rd-options="pbo" href="/link/pbo?package=pbo&version=1.3.5&to=pbo" data-mini-rdoc="pbo::pbo">pbo</a></code>.

Writes grid text to a default predetermined location.

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.

Matt Barry

Probability of Backtest Overfitting

pbo_show_config function

an object of class <code>pbo</code> as returned by <code><a rd-options='pbo' href='pbo'>pbo</a></code>.

pbo_show_config: Writes grid text to a default predetermined location.

Description

Usage

Arguments