| Name : R-pbo
| |
| Version : 1.3.5
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.3.7
| Date : 2024-06-14 11:47:43
|
| Group : Development/Libraries/Other
| Source RPM : R-pbo-1.3.5-lp153.3.7.src.rpm
|
| Size : 1.27 MB
| |
| Packager : (none)
| |
| Summary : Probability of Backtest Overfitting
|
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.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
