nestedcv: Nested Cross-Validation with 'glmnet' and 'caret'

Implements nested k*l-fold cross-validation for lasso and elastic-net regularised linear models via the 'glmnet' package and other machine learning models via the 'caret' package. Cross-validation of 'glmnet' alpha mixing parameter and embedded fast filter functions for feature selection are provided. Described as double cross-validation by Stone (1977) <doi:10.1111/j.2517-6161.1977.tb01603.x>.

Version: 0.2.3
Imports: Boruta, caret, CORElearn, data.table, glmnet, hsstan, matrixTests, methods, parallel, pROC, randomForest, RcppEigen, Rfast
Suggests: mda, rmarkdown, knitr
Published: 2022-07-07
Author: Myles Lewis ORCID iD [aut, cre], Athina Spiliopoulou ORCID iD [aut], Katriona Goldmann ORCID iD [aut]
Maintainer: Myles Lewis <myles.lewis at>
License: MIT + file LICENSE
NeedsCompilation: no
Language: en-gb
Materials: README NEWS
CRAN checks: nestedcv results


Reference manual: nestedcv.pdf
Vignettes: nestedcv


Package source: nestedcv_0.2.3.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): nestedcv_0.2.3.tgz, r-oldrel (arm64): nestedcv_0.2.3.tgz, r-release (x86_64): nestedcv_0.2.3.tgz, r-oldrel (x86_64): nestedcv_0.2.3.tgz


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