JPEN (version 1.0)

f.K.fold: Subset the data into K fold, training and test data.

Description

K-fold subsetting.

Usage

f.K.fold(Nobs, K = 5)

Arguments

Nobs

n is number of observations

K

K is number of folds, typically 5 fold.

Value

Details

K-fold subset of observations into training and test data.

References

A Well Conditioned and Sparse Estimate of Covariance and Inverse Covariance Matrix Using Joint Penalty. Submitted. http://arxiv.org/pdf/1412.7907v2.pdf

Examples

n=100;K=5;cv=f.K.fold(n,K);