R Observatory: Metrics for pbo version 1.3.5

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

pbo

1.3.5Package record

Probability of Backtest Overfitting

0packages depend

3.2Kdownloads / year

16.7%test coverage

8/13flavors OK

Overview

About

Maintained by Matt BarryCRAN page ↗GitHub ↗Issues ↗

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.

Changes in 1.3.5

Updates to appease CRAN checks.
Added a NEWS.md file to track changes to the package.

From NEWS.md in the release

Install

R (CRAN)pak (dev)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("pbo", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("mrbcuda/pbo")

Development version from mrbcuda/pbo. Installs pak first if it is not already available.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-pbo

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled. We list this channel from recorded r2u download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-pbo

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-pbo

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed). We list this channel from recorded autoCRAN download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

Health

CRAN checks

5NOTE8OK

Check messages

NOTEdependencies in R coder-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc, r-devel-linux-x86_64-fedora-clang, r-devel-linux-x86_64-fedora-gcc, r-devel-windows-x86_64

r-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc, r-devel-linux-x86_64-fedora-clang, r-devel-linux-x86_64-fedora-gcc

Base package in Suggests/Enhances imported in NAMESPACE:
  ‘grid’

r-devel-windows-x86_64

Base package in Suggests/Enhances imported in NAMESPACE:
  'grid'

CRAN check page ↗

Slowest check: 1.1 min · r-oldrel-windows-x86_64

Status changes

NOTE8 OK, 5 NOTENow
NOTE11 OK, 2 NOTE2026-09-12
OK13 OK2026-08-05
NOTE12 OK, 1 NOTE2026-08-01
OK14 OK2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 1.3.5

READMEYes · 286 wordsVignettesYes · 1 · dynamicNEWSYes · 67% structured · mentions 1.3.5Citation fileNoWebsitenot declared in DESCRIPTION

Help pages: 6includes a package overview page
Examples that run: 0%1 never run
Exported functions with examples: 100%
Documented parameters: 100%
Return-value docs: 100%
Help pages citing references: 33%

Vignettes (1)

Using the PBO package

How these are measured

Downloads

3.2K

CRAN downloads in the past year

Rank #10,592 · ~9/day · ~263/mo

Releases R versions

Daily download trend is not available in this view yet.

36430 days

98590 days

3.2K1 year

Compare downloads with other packages →

Also on92 r2u5 autocran165 c2d4u

How downloads are counted

Repository

mrbcuda/pbo ↗Account: mrbcuda

51Stars

16Forks

5Open issues

1Open PRs

0Releases

44Commits

2Commit identities

44 commits · Last activity 2022-05-26 · 0% stars, 30d

Responsiveness

How these are sampled

PRs merged (all time): not measured
Median days to close, 50 most recently updated closed issues: 1
Median days to close, 50 most recently updated closed PRs: not measured

Stars over time

2025-06-19 · 482026-07-07 · 51

How these are measured

PracticesBeta

3 development-tooling and community-health practices detected across 2 families in the upstream repository

Checks run against github.com/mrbcuda/pbo on 2026-10-21.

CRAN release process (2)

cran-comments.mdCRAN-SUBMISSION

Lint, format, editor (1)

RStudio project

How this is detected·Detection ruleset v4 (2026-10-20)

Dependencies

Declared dependencies

7 external dependencies (excludes base and recommended)

Installing pbo adds 10 packages (6 with compiled code, 6.3 MB of source tarballs). Heaviest: Rcpp 1.8 MB, RcppEigen 1.7 MB, latticeExtra 1.2 MB.

Depends (1)

R >= 4.0.0

Imports (4)

utilslatticelatticeExtra (>= 0.6.29)foreach

LinkingTo (0)

none

Suggests (7)

PerformanceAnalyticsgridtestthat doParallelparallelknitr spelling

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

How these are counted

Code & Tests

People & History

People (1)

Matt Barry

Author, Maintainer since 1.3.4 (2014)

Releases (2)

Pick two releases to compare their code metrics.

R
R 4.6.0 released · 2026-04-24
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
R
R 4.3.0 released · 2023-04-21
1.3.5Latest
record
2022-05-26 · current release · diff ↗
R
R 4.2.0 released · 2022-04-22
R
R 4.1.0 released · 2021-05-18
R
R 4.0.0 released · 2020-04-24
R
R 3.6.0 released · 2019-04-26
R
R 3.5.0 released · 2018-04-23
R
R 3.4.0 released · 2017-04-21
R
R 3.3.0 released · 2016-05-03
R
R 3.2.0 released · 2015-04-16
1.3.4
record
2014-05-31
R
R 3.1.0 released · 2014-04-10

Package metadata

First published: 2014-05-31
Total releases: 2 / 12 yrs
License: MIT + file LICENSE OSI
Minimum R: ≥ 4.0.0
Download size: 1.0 MB

Appears in task views

Empirical Finance

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("pbo")

Format

Barry, M. (2022). pbo: Probability of Backtest Overfitting (Version 1.3.5) [Computer software]. https://doi.org/10.32614/CRAN.package.pbo

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for pbo version 1.3.5 [Data set]. HJJB, LLC. Data release v2026-10-24. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-24, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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