cv.separate {VARDetect}R Documentation

cross-validation index function, separate train and test sets

Description

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

Usage

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

Value

a list object, includes

train

training dataset

test

test dataset


[Package VARDetect version 0.1.8 Index]