cvobs: Selection of the number of iterations for iterative bias...

In ibr: Iterative Bias Reduction

Selection of the number of iterations for iterative bias reduction smoothers

Description

The function cvobs gives the index of observations in each test set. This function is not intended to be used directly.

Usage

cvobs(n,ntest,ntrain,Kfold,type=
c("random", "timeseries", "consecutive", "interleaved"), npermut, seed)

Arguments

n	The total number of observations.
ntest	The number of observations in test set.
ntrain	The number of observations in training set.
Kfold	Either the number of folds or a boolean or NULL.
type	A character string in random,timeseries,consecutive, interleaved and give the type of segments.
npermut	The number of random draw (with replacement), used for type="random".
seed	Controls the seed of random generator (via set.seed).

Value

Returns a list with in each component the index of observations to be used as a test set.

Author(s)

Pierre-Andre Cornillon, Nicolas Hengartner and Eric Matzner-Lober.

References

Cornillon, P.-A.; Hengartner, N.; Jegou, N. and Matzner-Lober, E. (2012) Iterative bias reduction: a comparative study. Statistics and Computing, 23, 777-791.

Cornillon, P.-A.; Hengartner, N. and Matzner-Lober, E. (2013) Recursive bias estimation for multivariate regression smoothers Recursive bias estimation for multivariate regression smoothers. ESAIM: Probability and Statistics, 18, 483-502.

Cornillon, P.-A.; Hengartner, N. and Matzner-Lober, E. (2017) Iterative Bias Reduction Multivariate Smoothing in R: The ibr Package. Journal of Statistical Software, 77, 1–26.

See Also

ibr

ibr documentation built on Sept. 13, 2023, 5:08 p.m.