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CVST  

Fast Cross-Validation via Sequential Testing
View on CRAN: Click here


Download and install CVST package within the R console
Install from CRAN:
install.packages("CVST")

Install from Github:
library("remotes")
install_github("cran/CVST")

Install by package version:
library("remotes")
install_version("CVST", "0.2-3")



Attach the package and use:
library("CVST")
Maintained by
Tammo Krueger
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2012-11-09
Latest Update: 2022-02-21
Description:
The fast cross-validation via sequential testing (CVST) procedure is an improved cross-validation procedure which uses non-parametric testing coupled with sequential analysis to determine the best parameter set on linearly increasing subsets of the data. By eliminating under-performing candidates quickly and keeping promising candidates as long as possible, the method speeds up the computation while preserving the capability of a full cross-validation. Additionally to the CVST the package contains an implementation of the ordinary k-fold cross-validation with a flexible and powerful set of helper objects and methods to handle the overall model selection process. The implementations of the Cochran's Q test with permutations and the sequential testing framework of Wald are generic and can therefore also be used in other contexts.
How to cite:
Tammo Krueger (2012). CVST: Fast Cross-Validation via Sequential Testing. R package version 0.2-3, https://cran.r-project.org/web/packages/CVST. Accessed 15 Jul. 2026.
Previous versions and publish date:
0.1 (2012-11-09 13:25), 0.2-1 (2013-12-10 14:50), 0.2-2 (2018-05-27 00:01), 0.2 (2013-04-16 12:36), (2026-07-09 08:00)
Other packages that cited CVST R package
View CVST citation profile
Other R packages that CVST depends, imports, suggests or enhances
Complete documentation for CVST
Functions, R codes and Examples using the CVST R package
Some associated functions: CV . CVST-package . cochranq.test . constructCVSTModel . constructData . constructLearner . constructParams . constructSequentialTest . fastCV . noisyDonoho . noisySine . 
Some associated R codes: CV.R . methods.R . util.R .  Full CVST package functions and examples
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