cv.separate function

cross-validation index function, separate train and test sets

a function to setup training and testing datasets, select data point in test every nfold time points

cv.separate(period, nfold = 5)

Arguments

• period: an input dataset with size of n by p
• nfold: an positive integer, indicates the number of folds in cv

Returns

a list object, includes

• train: training dataset
• test: test dataset