Fast Cross-Validation via Sequential Testing
Overview
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.
Install
Health
NOTECRAN incoming feasibilityr-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc
Maintainer: ‘Tammo Krueger <tammokrueger@googlemail.com>’
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- NOTE12 OK, 2 NOTE2026-03-10
Documentation
- Help pages
- 11includes a package overview page
- Examples that run
- 100%10 run in a plain check
- Exported functions with examples
- 90%
- Documented parameters
- not tracked
- Return-value docs
- not tracked
- Help pages citing references
- 82%
Downloads
Dependencies
Installing CVST adds 1 package (1 with compiled code, 1.0 MB of source tarballs). Heaviest: kernlab 1.0 MB.
Code & Tests
People & History
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- RR 4.6.0 released · 2026-04-24
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- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- 0.2-3Latest
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
- 0.2-22018-05-27 · diff ↗
- RR 3.5.0 released · 2018-04-23
- RR 3.4.0 released · 2017-04-21
- RR 3.3.0 released · 2016-05-03
- RR 3.2.0 released · 2015-04-16
- RR 3.1.0 released · 2014-04-10
- 0.2-12013-12-10 · diff ↗
Package metadata
- First published
- 2012-11-09
- Total releases
- 5 / 14 yrs
- License
- GPL (>= 2.0)
- Download size
- 21 KB
Cite
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Run in R for the authors' preferred citation:
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