cvobs {ibr}R Documentation

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.

Author(s)

Pierre-Andre Cornillon, Nicolas Hengartner and Eric Matzner-Lober.

References

Cornillon, P. A., Hengartner, N. and Matzner-Lober, E. (2009) Recursive Bias Estimation for high dimensional regression smoothers. submitted.

See Also

ibr


[Package ibr version 1.2 Index]