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

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Documentation for package ‘nestedcv’ version 0.7.9

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

anova_filter	Univariate filters
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_expression	Boxplot expression levels of 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	Univariate filters
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
lines.prc	Add precision-recall curve to a plot
lm_filter	Linear model filter
metrics	Model performance metrics
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.prc	Plot precision-recall curve
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
pls_filter	Partial Least Squares filter
prc	Build precision-recall curve
prc.data.frame	Build precision-recall curve
prc.default	Build precision-recall curve
prc.nestcv.glmnet	Build precision-recall curve
prc.nestcv.SuperLearner	Build precision-recall curve
prc.nestcv.train	Build precision-recall curve
prc.outercv	Build precision-recall curve
prc.repeatcv	Build precision-recall curve
predict.cva.glmnet	Predict method for cva.glmnet models
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_SuperLearner	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
repeatcv	Repeated nested CV
repeatfolds	Create folds for repeated nested CV
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	Univariate filters
txtProgressBar2	Text Progress Bar 2
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	Univariate filters