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r-nestedcv 0.8.0

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.

Installation

Install r-nestedcv 0.8.0 as follows:

guix install r-nestedcv@0.8.0

Or install the latest version:

guix install r-nestedcv

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.