CVfolds: Creates (repeated) cross-validation folds

In multiridge: Fast Cross-Validation for Multi-Penalty Ridge Regression

Creates (repeated) cross-validation folds

Description

Creates (repeated) cross-validation folds for samples

Usage

CVfolds(Y, model = NULL, balance = TRUE, kfold = 10, fixedfolds = TRUE, nrepeat = 1)

Arguments

Y	Response vector: numeric, binary, factor or survival.
model	Character. Any of c("linear", "logistic", "cox"). Is inferred from Y when NULL.
balance	Boolean. Should the splits be balanced in terms of response labels?
kfold	Integer. Desired fold.
fixedfolds	Boolean. Should fixed splits be used for reproducibility?
nrepeat	Numeric. Number of repeats.

Details

Creates (repeated), possibly balanced, splits of the samples. Computing time will often largely depend on on kfold*nrepeat, the number of training-test splits evaluated.

Value

List object with kfold*nrepeat elements containing the sample indices of the left-out samples per split.

See Also

A full demo and data are available from:
https://drive.google.com/open?id=1NUfeOtN8-KZ8A2HZzveG506nBwgW64e4

Examples

data(dataXXmirmeth)
resp <- dataXXmirmeth[[1]]
leftout <- CVfolds(Y=resp,kfold=10,nrepeat=3,fixedfolds = TRUE)

multiridge documentation built on June 13, 2022, 5:07 p.m.