NEWS
PortfolioTesteR 0.1.4 (2025-11-01)
New
ml_backtest_multi() — run ML backtests across multiple horizons/schedules.
pt_collect_results() — one-call collector for coverage, IC (raw & OOS-only), turnover, perf tables, and cost sweeps.
scores_oos_only() — keep scores only on OOS decision dates.
Improvements
- Vignettes stabilized on knitr/rmarkdown (no Quarto dependency during checks).
- Expanded
R/globals.R to silence data.table NSE NOTES.
- Regenerated docs with UTF-8 to avoid Non-ASCII warnings.
Compatibility