cvFolds: Cross-validation folds

In aalfons/cvTools: Cross-validation tools 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.

Author(s)

Andreas Alfons

See Also

cvFit, cvSelect, cvTuning

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)

aalfons/cvTools documentation built on May 10, 2019, 2:06 a.m.