CVST (0.2-2)

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Fast Cross-Validation via Sequential Testing.

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.

Maintainer: Tammo Krueger
Author(s): Tammo Krueger, Mikio Braun

License: GPL (>= 2.0)

Uses: kernlab, Matrix
Reverse depends: DRR

Released over 1 year ago.

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