R: Generate segments for cross-validation

cvsegments {pls} | R Documentation

## Generate segments for cross-validation

### Description

The function generates a list of segments for cross-validation. It can generate random, consecutive and interleaved segments, and supports keeping replicates in the same segment.

### Usage

    cvsegments(N, k, length.seg = ceiling(N / k), nrep = 1,
               type = c("random", "consecutive", "interleaved"))

### Arguments

`N` | Integer. The number of rows in the data set.
`k` | Integer. The number of segments to return.
`length.seg` | Integer. The length of the segments. If given, it overrides `k`.
`nrep` | Integer. The number of (consecutive) rows that are replicates of the same object. Replicates will always be kept in the same segment.
`type` | One of `"random"`, `"consecutive"` and `"interleaved"`. The type of segments to generate. Default is `"random"`.

### Details

If `length.seg` is specified, it is used to calculate the number of segments to generate. Otherwise `k` must be specified. If k*length.seg <> N, the k*length.seg - N last segments will contain only length.seg - 1 indices.

If `type` is `"random"`, the indices are allocated to segments in random order. If it is `"consecutive"`, the first segment will contain the first length.seg indices, and so on. If `type` is `"interleaved"`, the first segment will contain the indices 1, length.seg+1, 2*lenght.seg+1, …, (k-1)*length.seg+1, and so on.

If nrep > , it is assumed that each `nrep` consecutive rows are replicates (repeated measurements) of the same object, and care is taken that replicates are never put in different segments.

Warning: If `k` does not divide `N`, a specified `length.seg` does not divide `N`, or `nrep` does not divide `length.seg`, the number of segments and/or the segment length will be adjusted as needed. Warnings are printed for some of these cases, and one should always inspect the resulting segments to make sure they are as expected.

### Value

A list of vectors. Each vector contains the indices for one segment. The attribute `"incomplete"` contains the number of incomplete segments, and the attribute `"type"` contains the type of segments.

### Author(s)

Bjørn-Helge Mevik and Ron Wehrens

### Examples

    ## Segments for 10-fold randomised cross-validation:
    cvsegments(100, 10)

    ## Segments with four objects, taken consecutive:
    cvsegments(60, length.seg = 4, type = "cons")

    ## Incomplete segments
    segs <- cvsegments(50, length.seg = 3)
    attr(segs, "incomplete")

    ## Leave-one-out cross-validation:
    cvsegments(100, 100)
    ## Leave-one-out with variable/unknown data set size n:
    n <- 50
    cvsegments(n, length.seg = 1)

    ## Data set with replicates
    cvsegments(100, 25, nrep = 2)
    ## Note that rows 1 and 2 are in the same segment, rows 3 and 4 in the
    ## same segment, and so on.

[Package pls version 2.6-0 Index]