correls2

Fast Pearson/Spearman correlation where <code>y</code> is vector, <code>x</code> is matrix, adapted
from <a href="/link/stats%3A%3Acor.test?package=nestedcv&version=0.9.0" data-mini-rdoc="nestedcv::stats::cor.test">stats::cor.test</a>.

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 <doi:10.1093/bioadv/vbad048>. 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>.

Myles Lewis

nestedcv

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

Athina Spiliopoulou

Cankut Cubuk

David Rios Santini

Katriona Goldmann

Ryan C. Thompson

correls2 function

<dl><dt>y</dt>
<dd>Numerical vector</dd>
<dt>x</dt>
<dd>Matrix</dd>
<dt>method</dt>
<dd>Type of correlation, either "pearson" or "spearman".</dd>
<dt>use</dt>
<dd>Optional character string giving a method for computing
covariances in the presence of missing values. See <a href="/link/cor?package=nestedcv&version=0.9.0" data-mini-rdoc="nestedcv::cor">cor</a></dd></dl>

Arguments

Fast Pearson/Spearman correlation where <code>y</code> is vector, <code>x</code> is matrix, adapted
from <a href='https://rdrr.io/r/stats/cor.test.html'>stats::cor.test</a>.

Correlation between a vector and a matrix — correls2

<dl>

<dt>y</dt>
<dd>Numerical vector</dd>


<dt>x</dt>
<dd>Matrix</dd>


<dt>method</dt>
<dd>Type of correlation, either "pearson" or "spearman".</dd>


<dt>use</dt>
<dd>Optional character string giving a method for computing
covariances in the presence of missing values. See <a href='https://rdrr.io/r/stats/cor.html'>cor</a></dd>

</dl>

correls2: Correlation between a vector and a matrix

Description

Usage

Value

Arguments

Details