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

---

Documentation for package ‘nestedcv’ version 0.4.4

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

Help Pages

anova_filter	ANOVA filter
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
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
cva.glmnet	Cross-validation of alpha for glmnet
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
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_varImp	Variable importance plot
predict.hsstan	Predict from hsstan model fitted within cross-validation
predict.nestcv.glmnet	Predict method for nestcv.glmnet fits
predSummary	Summarise prediction performance metrics
randomsample	Oversampling and undersampling
relieff_filter	ReliefF filter
rf_filter	Random forest filter
smote	SMOTE
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
weight	Calculate weights for class imbalance
wilcoxon_filter	Wilcoxon test filter