ibr (version 2.0-2)

cvobs: Selection of the number of iterations for iterative bias reduction smoothers

Description

The function cvobs gives the index of observations in each test set. This function is not intended to be used directly.

Usage

cvobs(n,ntest,ntrain,Kfold,type=
c("random", "timeseries", "consecutive", "interleaved"), npermut, seed)

Arguments

n

The total number of observations.

ntest

The number of observations in test set.

ntrain

The number of observations in training set.

Kfold

Either the number of folds or a boolean or NULL.

type

A character string in random,timeseries,consecutive, interleaved and give the type of segments.

npermut

The number of random draw (with replacement), used for type="random".

seed

Controls the seed of random generator (via set.seed).

Value

Returns a list with in each component the index of observations to be used as a test set.

References

Cornillon, P.-A.; Hengartner, N.; Jegou, N. and Matzner-Lober, E. (2012) Iterative bias reduction: a comparative study. Statistics and Computing, 23, 777-791.

Cornillon, P.-A.; Hengartner, N. and Matzner-Lober, E. (2013) Recursive bias estimation for multivariate regression smoothers Recursive bias estimation for multivariate regression smoothers. ESAIM: Probability and Statistics, 18, 483-502.

See Also

ibr