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.


Reference manual

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1.0.1 by David Benkeser, a year ago

Browse source code at

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