Fast Cross-Validation via Sequential Testing

This package implements the fast cross-validation via sequential testing (CVST) procedure. CVST 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 underperforming 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.


Fast Cross-Validation via Sequential Testing

The package CVST is hosted on CRAN, so

install.packages("CVST")
library(CVST)
example(CVST)

will give you a first impression.

News

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("CVST")

0.2-1 by Tammo Krueger, 4 years ago


Browse source code at https://github.com/cran/CVST


Authors: Tammo Krueger, Mikio Braun


Documentation:   PDF Manual  


GPL (>= 2.0) license


Depends on kernlab, Matrix


Depended on by DRR.


See at CRAN