make_folds: Create cross-validation folds

In EQRN: Extreme Quantile Regression Neural Networks for Risk Forecasting

Create cross-validation folds

Description

Utility function to create folds of data, used in cross-validation proceidures. The implementation is originally from the gbex R package

Usage

make_folds(y, num_folds, stratified = FALSE)

Arguments

y	Numerical vector of observations
num_folds	Number of folds to create.
stratified	Logical value. If TRUE, the folds are stratified along rank(y).

Value

Vector of indices of the assigned folds for each observation.

Examples

make_folds(rnorm(30), 5)

EQRN documentation built on April 4, 2025, 12:45 a.m.