r-cran-cvst - 0.2-3-1 main

This package implements the fast cross-validation via sequential testing
(CVST) procedure. CVST 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 underperforming 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.