dataset_split {HQM}

Split dataset for K-fold cross validation

Description

Creates multiple splits of a dataset which is then used in the bandwidth selection with K-fold cross validation.

Usage

dataset_split(I, data)

Arguments

data

A data frame of time dependent data points. Missing values are allowed.

I

The number of individuals that should be left out. Optimally, K = n/I should be an integer, where n is the number of individuals.

Details

The function dataset_split takes a data frame and transforms it into K = n/I data frames with I individuals missing from each data frame. Let I_j be sets of indices with \cup_{j=1}^K I_j = \{1,...,n\}, I_k\cap I_j = \emptyset and |I_j| = |I_k| = I for all j, k \in \{1,...,K\}. Then data frames with \{1,...,n \}/I_j individuals are created.

Value

A list of data frames with I individuals missing in the above way.

See Also

b_selection

Examples

splitted_dataset = dataset_split(26, pbc2)