Helper function to sample a combination of training and testing rows, which does not risk getting the same observation twice. Need to improve this help file.
Helper function to sample a combination of training and testing rows, which does not risk getting the same observation twice. Need to improve this help file.
ntrain: Positive integer. Number of training observations to sample from.
ntest: Positive integer. Number of test observations to sample from.
nsamples: Positive integer. Number of samples.
joint_sampling: Logical. Indicates whether train- and test data should be sampled separately or in a joint sampling space. If they are sampled separately (which typically would be used when optimizing more than one distribution at once) we sample with replacement if nsamples > ntrain. Note that this solution is not optimal. Be careful if you're doing optimization over every test observation when nsamples > ntrain.