News

nestedcv 0.3.0

07/09/2022

• Add randomsample() to handle class imbalance using random over/undersampling
• Add smote() for SMOTE algorithm for increasing minority class data
• Add bootstrap wrapper to filters, e.g. boot_ttest()

nestedcv 0.2.6

02/09/2022

• Final lambda in nestcv.glmnet() is mean of best lambdas on log scale
• Added plot_varImp for plotting variable importance for nestcv.glmnet final models

nestedcv 0.2.4

19/07/2022

• Corrected handling of multinomial models in nestcv.glmnet()
• Align lambda in cva.glmnet()
• Improve plotting of error bars in plot.cva.glmnet
• Bugfix: plot of single alphaSet in plot.cva.glmnet
• Updated documentation and vignette

nestedcv 0.2.1

15/06/2022

• Parallelisation on windows added
• hsstan model has been added (Athina Spiliopoulou)
• outer_folds can be specified for consistent model comparisons
• Checks on x, y added
• NA handling
• summary and print methods
• Implemented LOOCV
• Collinearity filter
• Implement lm and glm as models in outercv()
• Runnable examples have been added throughout

nestedcv 0.0.9100

02/03/2022

• Major update to include nestedcv.train function which adds nested CV to the train function of caret
• Note passing of extra arguments to filter functions specified by filterFUN is no longer done through ... but with a list of arguments passed through a new argument filter_options.

nestedcv 0.0.9003

02/03/2022

• Initial build of nestedcv
• Added outercv.rf function for measuring performance of rf
• Added cv.rf for tuning mtry parameter
• Added plot_caret for plotting caret objects with error bars on the tuning metric