cvsegments: Generate segments for cross-validation

Description

The function generates a list of segments for cross-validation. Random, consecutive and interleaved segments can be produced.

Usage

cvsegments(N, k, length.seg = ceiling(N/k),
           type = c("random", "consecutive", "interleaved"))

Arguments

Value

A list of vectors. Each vector contains the indices for one segment. The attribute "incomplete" contains the number of incomplete segments, and the attribute "type" contains the type of segments.

Details

If length.seg is specified, it is used to calculate the number of segments to generate. Otherwise k must be specified. If $k*length.seg \ne N$, the $k*length.seg - N$ last segments will contain only $length.seg - 1$ indices.

If type is "random", the indices are allocated to segments in random order. If it is "consecutive", the first segment will contain the first $length.seg$ indices, and so on. If type is "interleaved", the first segment will contain the indices $1, length.seg+1, 2*lenght.seg+1, \ldots, (k-1)*length.seg+1$, and so on.

Examples

Run this code

## Segments for 10-fold randomised cross-validation:
cvsegments(100, 10)

## Segments with four objects, taken consecutive:
cvsegments(60, length.seg = 4, type = "cons")

## Incomplete segments
segs <- cvsegments(50, length.seg = 3)
attr(segs, "incomplete")

## Leave-one-out cross-validation:
cvsegments(100, 100)
## Leave-one-out with variable/unknown data set size n:
n <- 50
cvsegments(n, length.seg = 1)