Split curves into training, validation and test samples

Splits the curves in time order.

Usage

split_curves(x, train = 0.6, valid = 0.2)

Arguments

x

A matrix of curves (grid points by time) or an fts object.

train, valid

Proportions of the curves in the training and validation samples, rounded down. The remaining curves form the test sample.

Value

A list with train, valid and test. test is NULL when train + valid = 1.

See also

farfima()

Examples

x = sim_farfima(n = 100, d = 0.2, p = 1, q = 0, no_grid = 21, seed = 1)
blocks = split_curves(x, train = 0.6, valid = 0.2)
sapply(blocks, ncol)
#> train valid  test 
#>    60    20    20