CRAN/E | CVST

CVST

Fast Cross-Validation via Sequential Testing

Installation

About

The fast cross-validation via sequential testing (CVST) procedure is an improved cross-validation procedure which uses non-parametric testing coupled with sequential analysis to determine the best parameter set on linearly increasing subsets of the data. By eliminating under-performing candidates quickly and keeping promising candidates as long as possible, the method speeds up the computation while preserving the capability of a full cross-validation. Additionally to the CVST the package contains an implementation of the ordinary k-fold cross-validation with a flexible and powerful set of helper objects and methods to handle the overall model selection process. The implementations of the Cochran's Q test with permutations and the sequential testing framework of Wald are generic and can therefore also be used in other contexts.

Key Metrics

Version 0.2-3
Published 2022-02-21 786 days ago
Needs compilation? no
License GPL-2
License GPL-3
CRAN checks CVST results

Downloads

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Maintainer

Maintainer

Tammo Krueger

tammokrueger@googlemail.com

Authors

Tammo Krueger
Mikio Braun

Material

README
Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

CVST archive

Depends

kernlab
Matrix

Reverse Depends

DRR

Reverse Imports

GeneralisedCovarianceMeasure