R/cv.part2.R

In qpsy/clime2: Constrained L1-minimization for Inverse (covariance) Matrix Estimation

cv.part2 <- function(n, k) {
  ntest <- floor(n/k)
  ntrain <- n-ntest

  ind <- sample(n)

  trainMat <- matrix(NA, nrow=ntrain, ncol=k)
  testMat <- matrix(NA, nrow=ntest, ncol=k)

  nn <- 1:n

  for (j in 1:k) {
    sel <- ((j-1)*ntest+1):(j*ntest)
    testMat[,j] <- ind[sel ]
    sel2 <-nn[ !(nn %in% sel) ]
    trainMat[,j] <- ind[sel2]
  }

  return(list(trainMat=trainMat, testMat=testMat))
}