Additional functionalities for the R package 'caret'
This package contains additional functionalities for the caret
package, including new models, new summaries, graphical tools, general-purpose functions, and datasets.
Reference for the caret
package:
M. Kuhn (2022). caret: Classification and Regression Training. R package version 6.0-92. CRAN page: https://CRAN.R-project.org/package=caret. Github page: https://github.com/topepo/caret
New models:
- loglm
: linear regression on log transformed response variable, with prediction made through either the conditional expected value (bias.adj=TRUE
) or the conditional median (bias.adj=FALSE
)
- svm_linear
: support vector machine/regression with linear kernel
- svm_radial
: support vector machine/regression with radial kernel
New summaries:
- customSummaryClass
: summary for classification tasks, including AUC and optimized specificity/sensitivity in case of class imbalance
- customSummaryReg
: summary for regression tasks, including RMSE, MAE, MAPE, and R-squared
New graphics:
- multiPairPlot
: bivariate graphics displaying the relationship between one response variable and several explanatory variables
- corPlot
: correlogram, conceived to check collinearity among the explanatory variables
- trainPlot
: graphic displaying any one metric as a function of any one hyperparameter
- importancePlot
: graphic displaying variable importance metrics computed through the function importanceCalc
(see below)
- rocPlot
: ROC curve (only for binary classification)
- densPlot
: graphic displaying kernel density estimations for class probabilities (only for binary classification), conceived to assess the discriminative power
- predPlot
: scatterplot of observed values versus predicted values (only for regression tasks)
New general-purpose functions:
- bestTune
: best tuning of hyperparameters
- fitted
(S3 method for class train
): cross-validation prediction for each unit
- importanceCalc
: computation of variable importance metrics. For models of class lm
or glm
, the proportion of explained deviance is used in place of the absolute t-statistic.
- vifCalc
: computation of variance inflation factors, conceived to check collinearity among the explanatory variables
- addTerms
: addition of polynomial and/or logarithmic terms to a formula
- stepCV
: backward selection of explanatory variables through cross-validation
- stepAIC_train
: stepwise selection of explanatory variables is performed through information criteria, then cross-validation is run to compute performance metrics (faster than stepCV
)
- enetCoef
: coefficients at best tuning of hyperparameters for an object of class glmnet
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