Estimators of Non-Linear Cross-Validated Risks Optimized for Small Samples

Methods for obtaining improved estimates of non-linear cross-validated risks are obtained using targeted minimum loss-based estimation, estimating equations, and one-step estimation (Benkeser, Petersen, van der Laan (2019), ). Cross-validated area under the receiver operating characteristics curve (LeDell, Petersen, van der Laan (2015), ) and other metrics are included.


News

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("nlpred")

1.0.1 by David Benkeser, 2 days ago


Browse source code at https://github.com/cran/nlpred


Authors: David Benkeser [aut, cre]


Documentation:   PDF Manual  


MIT + file LICENSE license


Imports stats, utils, SuperLearner, cvAUC, ROCR, Rdpack, bde, np, assertthat

Depends on data.table

Suggests knitr, rmarkdown, testthat, prettydoc, randomForest, ranger, xgboost, glmnet


See at CRAN