repeatfolds function

Create folds for repeated nested CV

repeatfolds(y, repeats = 5, n_outer_folds = 10)

Arguments

• y: Outcome vector
• repeats: Number of repeats
• n_outer_folds: Number of outer CV folds

Returns

List containing indices of outer CV folds

Examples

data("iris")
dat <- iris
y <- dat$Species
x <- dat[, 1:4]

## set up fixed fold indices
set.seed(123, "L'Ecuyer-CMRG")
folds <- repeatfolds(y, repeats = 3, n_outer_folds = 4)

res <- nestcv.glmnet(y, x, family = "multinomial", alphaSet = 1,
                     n_outer_folds = 4, cv.cores = 2) |>
       repeatcv(3, repeat_folds = folds)
res