Package: CVST 0.2-3

Tammo Krueger

CVST: 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.

Authors:Tammo Krueger, Mikio Braun

CVST_0.2-3.tar.gz
CVST_0.2-3.tar.gz(r-4.5-noble)CVST_0.2-3.tar.gz(r-4.4-noble)
CVST_0.2-3.tgz(r-4.4-emscripten)CVST_0.2-3.tgz(r-4.3-emscripten)
CVST.pdf |CVST.html
CVST/json (API)

# Install 'CVST' in R:
install.packages('CVST', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

3.95 score 4 packages 29 scripts 1.8k downloads 8 mentions 28 exports 3 dependencies

Last updated 3 years agofrom:1be4c26481. Checks:OK: 2. Indexed: yes.

TargetResultDate
Doc / VignettesOKDec 13 2024
R-4.5-linuxOKDec 13 2024

Exports:blocksbumpscochranq.testconstructCVSTModelconstructDataconstructKlogRegLearnerconstructKRRLearnerconstructLearnerconstructParamsconstructSequentialTestconstructSVMLearnerconstructSVRLearnerCVdopplerfastCVgetCVSTTestgetNgetSubsetgetXheavisineisClassificationisRegressionnoisyDonohonoisySincnoisySineplotSequenceshuffleDatatestSequence

Dependencies:kernlablatticeMatrix

Readme and manuals

Help Manual

Help pageTopics
Fast Cross-Validation via Sequential TestingCVST-package CVST
Cochran's Q Test with Permutationcochranq.test
Setup for a CVST Run.constructCVSTModel
Construction and Handling of 'CVST.data' ObjectsconstructData getN getSubset getX isClassification isRegression shuffleData
Construction of Specific Learners for CVSTconstructKlogRegLearner constructKRRLearner constructLearner constructSVMLearner constructSVRLearner
Construct a Grid of ParametersconstructParams
Construct and Handle Sequential Tests.constructSequentialTest getCVSTTest plotSequence testSequence
Perform a k-fold Cross-validationCV
The Fast Cross-Validation via Sequential Testing (CVST) ProcedurefastCV
Generate Donoho's Toy Data Setsblocks bumps doppler heavisine noisyDonoho
Regression and Classification Toy Data SetnoisySinc noisySine