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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.

Versions across snapshots

VersionRepositoryFileSize
0.2-3 rolling linux/jammy R-4.5 CVST_0.2-3.tar.gz 83.8 KiB
0.2-3 rolling linux/noble R-4.5 CVST_0.2-3.tar.gz 83.7 KiB
0.2-3 rolling source/ R- CVST_0.2-3.tar.gz 21.7 KiB
0.2-3 latest linux/jammy R-4.5 CVST_0.2-3.tar.gz 83.8 KiB
0.2-3 latest linux/noble R-4.5 CVST_0.2-3.tar.gz 83.7 KiB
0.2-3 latest source/ R- CVST_0.2-3.tar.gz 21.7 KiB
0.2-3 2026-04-26 source/ R- CVST_0.2-3.tar.gz 21.7 KiB
0.2-3 2026-04-23 source/ R- CVST_0.2-3.tar.gz 21.7 KiB
0.2-3 2026-04-09 windows/windows R-4.5 CVST_0.2-3.zip 85.9 KiB
0.2-3 2025-04-20 source/ R- CVST_0.2-3.tar.gz 21.7 KiB

Dependencies (latest)

Depends