freebsd-ports/math/R-cran-CVST/pkg-descr
Stefan Eßer fb16dfecae Remove WWW entries moved into port Makefiles
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Approved by:		portmgr (tcberner)
2022-09-07 23:58:51 +02:00

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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.