[R-pkgs] surveyCV: cross validation based on survey design

Jerzy Wieczorek j@w|eczo @end|ng |rom co|by@edu
Tue Mar 22 21:07:51 CET 2022


Dear R users,

I have released a new package on CRAN:

`surveyCV`: Cross Validation Based on Survey Design
https://cran.r-project.org/package=surveyCV

Following the design-based framework used in survey sampling, we
provide functions to generate K-fold cross validation (CV) folds and
CV test error estimates that are able to account for many common
sampling designs (SRS, clustering, stratification, and/or unequal
sampling weights). The sampling design can be specified directly or
provided as a `svydesign` object from the `survey` package.

For linear or logistic regression, the function `cv.svy()` carries out
the entire CV process: generate folds, train fitted models, and
calculate estimates of test error and their SEs, all while respecting
the sampling design.
For other model types, the function `folds.svy()` partitions your
dataset into K folds that respect any stratification and clustering in
the sampling design, so that these folds can be used in your own
custom CV loop.

Please see our package's README and `intro` vignette for examples:
https://github.com/ColbyStatSvyRsch/surveyCV/#readme
https://cran.r-project.org/web/packages/surveyCV/vignettes/intro.html

For further details on the methodology, please see:
Wieczorek, Guerin, and McMahon (2022), "K-Fold Cross-Validation for
Complex Sample Surveys," *Stat* <doi:10.1002/sta4.454>
https://doi.org/10.1002/sta4.454

Feedback is welcome by email or at:
https://github.com/ColbyStatSvyRsch/surveyCV/issues

Best wishes,
Jerzy Wieczorek

PS -- The package was originally released in January as v0.1.1, but it
was not announced here until now that the more feature-complete v0.2.0
is available.

--
Jerzy Wieczorek
Assistant Professor
Department of Statistics
Colby College
5841 Mayflower Hill
Waterville, ME 04901
207-859-5841
jawieczo using colby.edu
https://civilstat.com/



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