nestedcv

0.9.0

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

1packages depend

10.1Kdownloads / year

–test coverage

7/13checks pass

Overview

About

Maintained by Myles LewisFirst published 2022-07-0720 releasesCRAN page ↗GitHub ↗

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.

Install

R (CRAN)pak (dev)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("nestedcv", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("myles-lewis/nestedcv")

Development version from myles-lewis/nestedcv. Installs pak first if it is not already available.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-nestedcv

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-nestedcv

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-nestedcv

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

6NOTE7OK

Failing flavors

NOTE r-devel-linux-x86_64-debian-clang
NOTE r-devel-linux-x86_64-debian-gcc
NOTE r-devel-linux-x86_64-fedora-clang
NOTE r-devel-linux-x86_64-fedora-gcc
NOTE r-patched-linux-x86_64
NOTE r-release-linux-x86_64

Slowest check: 12.5 min · r-devel-linux-x86_64-fedora-clang

Code health

None

Tests · ratio 0.00

not tracked

Coverage

100%

Documentation · exports

Dependencies · direct

Check history

NOTE2026-07-16
8 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-07-15
8 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-05-28
11 OK · 0 NOTE · 0 WARNING · 2 ERROR · 0 FAILURE
OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 240 wordsVignettesYes · dynamicpkgdown siteNoNEWSYes · 100% structuredCode of conductNoContributing guideNo

Examples that run: 31%
Documented parameters: 100%
Return-value docs: 100%
References docs: 5%

Downloads

10.1K

CRAN downloads in the past year

Rank #6,576 · ~28/day · ~838/mo

Releases R versions

Daily download trend is not available in this view yet.

30530 days

1.4K90 days

10.1K1 year

Compare downloads with other packages →

Also on177 r2u23 c2d4u

Repository

GitHub ↗ myles-lewis/nestedcv

17Stars

7Forks

2Open issues

1Open PRs

16Releases

1,021Commits

6Contributors

1,021 commits · Last activity 2026-07-14

Repository practices

Upstream repositoryBeta

3 development-tooling and community-health practices detected across 2 families in the upstream repository

Checks run against github.com/myles-lewis/nestedcv on 2026-07-30.

CRAN release process (2)

cran-comments.mdCRAN-SUBMISSION

Git structural (1)

.gitattributes

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies

31 external dependencies (excludes base and recommended)

Depends (1)

R >= 4.1.0

Imports (16)

caret data.table doParallel foreach future.apply ggplot2 glmnet matrixStats matrixTestsmethodsparallelpROC Rfast RhpcBLASctl rlang ROCR

LinkingTo (0)

none

Suggests (17)

Boruta CORElearn gbm ggbeeswarm ggpubr hsstan mda mlbench pbapply pls randomForest ranger RcppEigen rmarkdown knitr shapr SuperLearner

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

1direct

0indirect

multiDEGGs

Code & Tests

People & History

People (6)

Maintainer (1)

Myles Lewis

Author, Maintainer

Authors (2)

Myles Lewis

Author, Maintainer

Athina Spiliopoulou

Author

Contributors (4)

Cankut Cubuk

Contributor · added in 0.7.8

Katriona Goldmann

Contributor

David Rios Santini

Contributor · added in 0.9.0

Ryan C. Thompson

Contributor · added in 0.8.0

Package Timeline

20 releases. Pick two to compare their code metrics. R releases are shown for context.

0.9.0Latest
2026-07-14 · current release · diff ↗
unarchivedReturned to CRAN
2026-07-14
archivedRemoved from CRAN
2026-06-10
issues were not corrected in time
R
R 4.6.0 released · 2026-04-24
0.8.2
2026-04-10 · diff ↗
unarchivedReturned to CRAN
2026-04-10
archivedRemoved from CRAN
2026-03-31
issues were not corrected in time
R
R 4.5.0 released · 2025-04-11
0.8.0
2025-03-10 · diff ↗
0.7.12
2024-11-27 · diff ↗
0.7.10
2024-08-16 · diff ↗
0.7.9
2024-07-04 · diff ↗
R
R 4.4.0 released · 2024-04-24
0.7.8
2024-03-13 · diff ↗
0.7.4
2024-01-30 · diff ↗
0.7.3
2023-12-04 · diff ↗

Show 13 earlier events

0.7.0
2023-10-26 · diff ↗
0.6.9
2023-08-22 · diff ↗
0.6.7
2023-07-02 · diff ↗
0.6.6
2023-06-08 · diff ↗
0.6.4
2023-05-30 · diff ↗
0.6.2
2023-05-15 · diff ↗
R
R 4.3.0 released · 2023-04-21
0.6.1
2023-04-16 · diff ↗
0.4.4
2022-12-05 · diff ↗
0.4.0
2022-10-23 · diff ↗
0.3.0
2022-09-10 · diff ↗
0.2.3
2022-07-07
R
R 4.2.0 released · 2022-04-22

Package metadata

First published: 2022-07-07
Total releases: 20 / 4 yrs
License: MIT + file LICENSE OSI
Minimum R: ≥ 4.1.0
Download size: 2.5 MB
Installed size: not tracked yet
With dependencies: not tracked yet

Appears in task views

Machine Learning & Statistical Learning

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