Bug#879567: ITP: r-cran-cvst -- GNU R fast cross-validation via sequential testing
Package: wnpp
Severity: wishlist
Owner: Andreas Tille <tille@debian.org>
* Package name : r-cran-cvst
Version : 0.2-1
Upstream Author : Tammo Krueger <tammokrueger@googlemail.com>
* URL : https://cran.r-project.org/package=CVST
* License : GPL
Programming Lang: GNU R
Description : GNU R fast cross-validation via sequential testing
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 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.
Remark: This package belongs to a pyramid of dependencies to upgrade
r-cran-caret to its latest upstream version. It will be maintained by
the Debian Science team at
https://anonscm.debian.org/git/debian-science/packages/r-cran-cvst.git
Any takers for other new dependencies of r-cran-caret would be
really appreciated. Also other Uploaders who volunteer to keep on
maintaining the packages are really welcome.
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