Description: Implements nested k*l-fold cross-validation for lasso and elastic-net regularised linear models via the 'glmnet' package and other machine learning models via the 'caret' package. Cross-validation of 'glmnet' alpha mixing parameter and embedded fast filter functions for feature selection are provided. Described as double cross-validation by Stone (1977) <doi:10.1111/j.2517-6161.1977.tb01603.x>. Also implemented is a method using outer CV to measure unbiased model performance metrics when fitting Bayesian linear and logistic regression shrinkage models using the horseshoe prior over parameters to encourage a sparse model as described by Piironen & Vehtari (2017) <doi:10.1214/17-EJS1337SI>.
Imports: Boruta, caret, CORElearn, data.table, ggplot2, glmnet, hsstan,

Imports: Boruta, caret, CORElearn, data.table, doParallel, foreach,
ggplot2, glmnet, hsstan, matrixStats, matrixTests, methods,
parallel, pROC, randomForest, RcppEigen, Rfast, rlang,

person("Ashby", "Thorpe", , "ashbythorpe@gmail.com", role = c("aut", "cre"),
Description: A modelling framework for nested data using the 'tidymodels'
ecosystem. Specify how to nest data using the 'recipes' package, create
testing and training splits using 'rsample', and fit models to this data
using the 'parsnip' and 'workflows' packages. Allows any model to be fit
Imports: cli, dplyr, forcats, generics, glue, lifecycle, magrittr,
parsnip, purrr, recipes, rlang (>= 0.4.11), rsample, stats,
stringr, tibble, tidyr (> 0.8.99), vctrs
Suggests: broom, covr, glmnet, hardhat, knitr, rmarkdown, roxygen2,
testthat (>= 3.0.0), tidyselect, tune, utils, withr, workflows
Packaged: 2022-10-07 20:24:48 UTC; ashbythorpe
Author: Ashby Thorpe [aut, cre] (<https://orcid.org/0000-0003-3106-099X>)

person("Hadley", "Wickham", , "hadley@rstudio.com", role = "ctb",
Packaged: 2022-11-03 15:53:11 UTC; ashbythorpe
Author: Ashby Thorpe [aut, cre] (<https://orcid.org/0000-0003-3106-099X>),

Title: Cross-Validated (Nested) Forward Selection
Description: Implementation of forward selection based on cross-validated
Imports: dgof, foreach, methods, stats, utils
Suggests: doParallel, testthat (>= 2.0.0)