News

nestedcv 0.4.4

05/12/2022

• Add confusion matrix to results summaries for classification
• Fix bugs in extraction of inner CV predictions for nestcv.glmnet
• Fix multinomial nestcv.glmnet
• Add outer_train_predict argument to enable saving of predictions on outer training folds
• Add function train_preds to obtain outer training fold predictions
• Add function train_summary to show performance metrics on outer training folds

nestedcv 0.4.1

12/11/2022

• Add examples of imbalance datasets
• Fix rowname bug in smote()

nestedcv 0.4.0

28/09/2022

• Add support for nested CV on ensemble models from SuperLearner package
• Final CV on whole data is now the default in nestcv.train and nestcv.glmnet

nestedcv 0.3.6

18/09/2022

• Fix windows parallelisation bugs

nestedcv 0.3.5

16/09/2022

• Fix bug in nestcv.train for caret models with tuning parameters which are factors
• Fix bug in nestcv.train for caret models using regression
• Add option in nestcv.train and nestcv.glmnet to tune final model parameters using a final round of CV on the whole dataset
• Fix bugs in LOOCV
• Add balancing to final model fitting
• Add case weights to nestcv.train and outercv

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