cvFolds: Cross-validation folds

In perry: Resampling-Based Prediction Error Estimation for Regression Models

Description

Split observations or groups of observations into K folds to be used for (repeated) K-fold cross-validation. K should thereby be chosen such that all folds are of approximately equal size.

Usage

cvFolds(
  n,
  K = 5,
  R = 1,
  type = c("random", "consecutive", "interleaved"),
  grouping = NULL
)

Arguments

n	an integer giving the number of observations to be split into folds. This is ignored if grouping is supplied in order to split groups of observations into folds.
K	an integer giving the number of folds into which the observations should be split (the default is five). Setting K equal to the number of observations or groups yields leave-one-out cross-validation.
R	an integer giving the number of replications for repeated K-fold cross-validation. This is ignored for for leave-one-out cross-validation and other non-random splits of the data.
type	a character string specifying the type of folds to be generated. Possible values are "random" (the default), "consecutive" or "interleaved".
grouping	a factor specifying groups of observations. If supplied, the data are split according to the groups rather than individual observations such that all observations within a group belong to the same fold.

Value

An object of class "cvFolds" with the following components:

n

an integer giving the number of observations or groups.

K

an integer giving the number of folds.

R

an integer giving the number of replications.

subsets

an integer matrix in which each column contains a permutation of the indices of the observations or groups.

which

an integer vector giving the fold for each permuted observation or group.

grouping

a list giving the indices of the observations belonging to each group. This is only returned if a grouping factor has been supplied.

Note

This is a simple wrapper function for perrySplits with a control object generated by foldControl.

Author(s)

Andreas Alfons

See Also

perrySplits, foldControl, randomSplits, bootSamples

Examples

set.seed(1234)  # set seed for reproducibility
cvFolds(20, K = 5, type = "random")
cvFolds(20, K = 5, type = "consecutive")
cvFolds(20, K = 5, type = "interleaved")
cvFolds(20, K = 5, R = 10)

perry documentation built on Nov. 3, 2021, 5:08 p.m.