Table 1.

Runtimes averaged over 100 simulated datasets with m=200 samples and p=500 attributes (second and third columns) and m=200 samples and p=10 000 attributes (right two columns) using a 3.1 GHz Intel Core i7 CPU with 16 GB of RAM

	500 attributes		10 000 attributes
	200 samples		200 samples
Methods	Mean (s)	Standard deviation	Mean (s)	Standard deviation
cnCV	16.55	0.91	1756.54	66.11
nCV	188.92	127.84	40 607.38	7380.84
pEC	28.09	0.77	21 866.94	6969.38
TO	0.04	0.02	6.13	0.05
glmnet	0.48	0.12	6.08	0.72