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Package: CVST
Type: Package
Title: Fast Cross-Validation via Sequential Testing
Version: 0.2-2
Date: 2018-05-26
Depends: kernlab,Matrix
Author: Tammo Krueger, Mikio Braun
Maintainer: Tammo Krueger <tammokrueger@googlemail.com>
Description: 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.
License: GPL (>= 2.0)
NeedsCompilation: no
Packaged: 2018-05-26 15:38:02 UTC; tammok
Repository: CRAN
Date/Publication: 2018-05-26 22:01:57 UTC