Nested Cross-Validation with 'glmnet' and 'caret'


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Documentation for package ‘nestedcv’ version 0.6.9

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anova_filter ANOVA filter
barplot_var_stability Barplot variable stability
bin_stat_filter Univariate filter for binary classification with mixed predictor datatypes
boot_anova Bootstrap univariate filters
boot_correl Bootstrap univariate filters
boot_filter Bootstrap for filter functions
boot_lm Bootstrap univariate filters
boot_ttest Bootstrap univariate filters
boot_wilcoxon Bootstrap univariate filters
boruta_filter Boruta filter
boxplot_model Boxplot model predictors
class_balance Check class balance in training folds
class_balance.default Check class balance in training folds
class_balance.nestcv.train Check class balance in training folds
class_stat_filter Univariate filter for binary classification with mixed predictor datatypes
coef.cva.glmnet Extract coefficients from a cva.glmnet object
coef.nestcv.glmnet Extract coefficients from nestcv.glmnet object
collinear Filter to reduce collinearity in predictors
combo_filter Combo filter
correls2 Correlation between a vector and a matrix
correl_filter Correlation filter
cor_stat_filter Univariate filter for binary classification with mixed predictor datatypes
cva.glmnet Cross-validation of alpha for glmnet
cv_coef Coefficients from outer CV glmnet models
cv_varImp Extract variable importance from outer CV caret models
glmnet_coefs glmnet coefficients
glmnet_filter glmnet filter
innercv_preds Inner CV predictions
innercv_preds.nestcv.glmnet Inner CV predictions
innercv_preds.nestcv.train Inner CV predictions
innercv_roc Build ROC curve from left-out folds from inner CV
innercv_summary Summarise performance on inner CV test folds
layer_filter Multilayer filter
lm_filter Linear model filter
model.hsstan hsstan model for cross-validation
nestcv.glmnet Nested cross-validation with glmnet
nestcv.SuperLearner Outer cross-validation of SuperLearner model
nestcv.train Nested cross-validation for caret
one_hot One-hot encode
outercv Outer cross-validation of selected models
outercv.default Outer cross-validation of selected models
outercv.formula Outer cross-validation of selected models
plot.cva.glmnet Plot lambda across range of alphas
plot_alphas Plot cross-validated glmnet alpha
plot_caret Plot caret tuning
plot_lambdas Plot cross-validated glmnet lambdas across outer folds
plot_shap_bar SHAP importance bar plot
plot_shap_beeswarm SHAP importance beeswarm plot
plot_varImp Variable importance plot
plot_var_stability Plot variable stability
predict.hsstan Predict from hsstan model fitted within cross-validation
predict.nestcv.glmnet Predict method for nestcv.glmnet fits
predSummary Summarise prediction performance metrics
pred_nestcv_glmnet Prediction wrappers to use fastshap with nestedcv
pred_nestcv_glmnet_class1 Prediction wrappers to use fastshap with nestedcv
pred_nestcv_glmnet_class2 Prediction wrappers to use fastshap with nestedcv
pred_nestcv_glmnet_class3 Prediction wrappers to use fastshap with nestedcv
pred_train Prediction wrappers to use fastshap with nestedcv
pred_train_class1 Prediction wrappers to use fastshap with nestedcv
pred_train_class2 Prediction wrappers to use fastshap with nestedcv
pred_train_class3 Prediction wrappers to use fastshap with nestedcv
randomsample Oversampling and undersampling
ranger_filter Random forest ranger filter
relieff_filter ReliefF filter
rf_filter Random forest filter
smote SMOTE
stat_filter Univariate filter for binary classification with mixed predictor datatypes
summary_vars Summarise variables
supervisedPCA Supervised PCA plot
train_preds Outer training fold predictions
train_roc Build ROC curve from outer CV training folds
train_summary Summarise performance on outer training folds
ttest_filter t-test filter
var_direction Variable directionality
var_stability Variable stability
var_stability.nestcv.glmnet Variable stability
var_stability.nestcv.train Variable stability
weight Calculate weights for class imbalance
wilcoxon_filter Wilcoxon test filter