Package: CVST
Type: Package
Title: Fast Cross-Validation via Sequential Testing
Version: 0.1
Date: 2012-11-07
Depends: kernlab,Matrix
Author: Tammo Krueger, Mikio Braun
Maintainer: Tammo Krueger <t.krueger@tu-berlin.de>
Description: This package implements the fast cross-validation via
        sequential testing (CVST) procedure. CVST 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 underperforming 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 implentation 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.
License: GPL (>= 2.0)
Packaged: 2012-11-09 09:59:13 UTC; tammok
Repository: CRAN
Date/Publication: 2012-11-09 12:25:41
