createRandomSet: Create a set of historical data and test data.

Description Usage Arguments

Description

This function will output a list with four objects. Two objects will be data matrices representing historical and test data. Two objects will be signals or sample classes that describe the samples in both datasets.

Usage

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createRandomSet(num.features, num.samples, nbiased = 20,
  bias = 6/sqrt(num.features))

Arguments

num.features

- number of features in each dataset

num.samples

- number of samples in each dataset

nbiased

- number of features with a true correlation between feature value and signal value

bias

- a factor that determines the strength of correlations for the nbiased features


tkonopka/Rthresholdout documentation built on May 31, 2019, 3:47 p.m.