Nested Cross-Validation with 'glmnet' and 'caret' R package nestedcv version 0.9.0 CRAN Task View: MachineLearning (https://CRAN.R-project.org/view=MachineLearning) 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>. Software Depends: R (>= 4.1.0) Imports: caret, data.table, doParallel, foreach, future.apply, ggplot2, glmnet, matrixStats, matrixTests, methods, parallel, pROC, Rfast, RhpcBLASctl, rlang, ROCR Suggests: Boruta, CORElearn, gbm, ggbeeswarm, ggpubr, hsstan, mda, mlbench, pbapply, pls, randomForest, ranger, RcppEigen, rmarkdown, knitr, shapr (>= 1.0.0), SuperLearner Myles Lewis <myles.lewis@qmul.ac.uk> Comprehensive R Archive Network (CRAN) Myles Lewis [aut, cre] (ORCID: <https://orcid.org/0000-0001-9365-5345>), Athina Spiliopoulou [aut] (ORCID: <https://orcid.org/0000-0002-5929-6585>), Cankut Cubuk [ctb] (ORCID: <https://orcid.org/0000-0003-4646-0849>), David Rios Santini [ctb], Katriona Goldmann [ctb] (ORCID: <https://orcid.org/0000-0002-9073-6323>), Ryan C. Thompson [ctb] MIT + file LICENSE (https://CRAN.R-project.org/package=nestedcv/LICENSE) 2026-07-14 application/tgz https://CRAN.R-project.org/package=nestedcv doi:10.32614/CRAN.package.nestedcv en-gb