r-nestedcv
Nested cross-validation with glmnet and caret
This package implements nested cross-validation applied to the glmnet
and caret
packages. With glmnet this includes cross-validation of elastic net alpha parameter. A number of feature selection filter functions (t-test, Wilcoxon test, ANOVA, Pearson/Spearman correlation, random forest, ReliefF) for feature selection are provided and can be embedded within the outer loop of the nested CV. Nested CV can be also be performed with the caret
package giving access to the large number of prediction methods available in caret
.
- Versions: 0.8.0
- Website: https://github.com/myles-lewis/nestedcv
- Licenses: Expat
- Package source: gnu/packages/cran.scm
- Builds: See build status
- Issues: See known issues
Installation
Install the latest version of r-nestedcv
as follows:
guix install r-nestedcv
Or install a particular version:
guix install r-nestedcv@0.8.0
You can also install packages in augmented, pure or containerized environments for development or simply to try them out without polluting your user profile. See the guix shell
documentation for more information.
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