Question

How to split automatically a matrix using R for 5-fold cross-validation?
I actually want to generate the 5 sets of (test_matrix_indices, train matrix_indices).

Answer 1

f_K_fold <- function(Nobs,K=5){
    rs <- runif(Nobs)
    id <- seq(Nobs)[order(rs)]
    k <- as.integer(Nobs*seq(1,K-1)/K)
    k <- matrix(c(0,rep(k,each=2),Nobs),ncol=2,byrow=TRUE)
    k[,1] <- k[,1]+1
    l <- lapply(seq.int(K),function(x,k,d) 
                list(train=d[!(seq(d) %in% seq(k[x,1],k[x,2]))],
                     test=d[seq(k[x,1],k[x,2])]),k=k,d=id)
   return(l)
}