Split a given matrix Y into train / test

Splits a given matrix into a train / test split based on two possible criteria: either based on the total number of rows or the total number of data points.

Usage

train_test_split(
  Y,
  criteria = "points",
  train.pct = NULL,
  train.size = NULL,
  seed = NULL
)

Arguments

Y

\((N \times P)\) matrix of predictive variables.

criteria

Criteria used to divide the data. Valid values are 'rows', which considers the division based on full rows, or 'points', which considers the division based on points within the matrix.

train.pct

Float number indicating the % of rows used for training. This takes precedence over train.size.

train.size

Integer number indicating number of rows used for training. train.size is superseded by train.pct.

seed

Seed for the random generator number.

Value

A list containing a matrix Y.train and a matrix Y.test

Examples

# Generate a small matrix
Y <- matrix(rnorm(50), nrow = 10)

# Divide based on full rows
train_test_rows <- train_test_split(Y, criteria = 'rows', train.pct = 0.5)
Y.train <- train_test_rows$Y.train
Y.test <- train_test_rows$Y.test

train_test_points <- train_test_split(Y, criteria = 'points', train.pct = 0.5)
Y.train <- train_test_points$Y.train
Y.test <- train_test_points$Y.test