# Segments for cross-validation Build segments of observations for K-Fold or "test-set" cross-validation (CV). The CV can eventually be randomly repeated. For each repetition: - K-fold CV - Function `segmkf` returns the $K$ segments. - Test-set CV - Function `segmts` returns a segment (of a given length) randomly sampled in the dataset. CV of blocks Argument `y` allows sampling blocks of observations instead of observations. This can be required when there are repetitions in the data. In such a situation, CV should account for the repetition level (if not, the error rates are in general highly underestimated). For implementing such a CV, object `y` must be a a vector ($n$) defining the blocks, in the same order as in the data. In any cases (`y = NULL` or not), the functions return a list of vector(s). Each vector contains the indexes of the observations defining the segment. latin1 ```r segmkf(n, y = NULL, K = 5, type = c("random", "consecutive", "interleaved"), nrep = 1) segmts(n, y = NULL, m, nrep) ``` ## Arguments - `n`: The total number of row observations in the dataset. If `y = NULL`, the CV is implemented on `1:n`. If `y != NULL`, blocks of observations (defined in `y`) are sampled instead of observations (but indexes of observations are returned). - `y`: A vector ($n$) defining the blocks. Default to `NULL`. - `K`: For `segmkf`.The number of folds (i.e. segments) in the K-fold CV. - `type`: For `segmkf`.The type K-fold CV. Possible values are "random" (default), "consecutive" and "interleaved". - `m`: For `segmts`. If `y = NULL`, the number of observations in the segment. If not, the number of blocks in the segment. - `nrep`: The number of replications of the repeated CV. Default to `nrep = 1`. ## Returns The segments (lists of indexes). ## Examples ```r Kfold <- segmkf(n = 10, K = 3) interleavedKfold <- segmkf(n = 10, K = 3, type = "interleaved") LeaveOneOut <- segmkf(n = 10, K = 10) RepeatedKfold <- segmkf(n = 10, K = 3, nrep = 2) repeatedTestSet <- segmts(n = 10, m = 3, nrep = 5) n <- 10 y <- rep(LETTERS[1:5], 2) y Kfold_withBlocks <- segmkf(n = n, y = y, K = 3, nrep = 1) z <- Kfold_withBlocks z y[z$rep1$segm1] y[z$rep1$segm2] y[z$rep1$segm3] TestSet_withBlocks <- segmts(n = n, y = y, m = 3, nrep = 1) z <- TestSet_withBlocks z y[z$rep1$segm1] ```

segmkf function