How to do leave-n-out cross validation in R?
On Tue, 26 Aug 2003, Lily wrote:
Seems crossval from library(bootstrap) can only be used for leave-one-out and k-fold cross validation? Here is a dumb question, suppose n=80, how to do exactly leave-50-out cross validation? K-fold cross validation is not eligible for this case since n/ngroup is not an integer. Thanks!
First, _you_ have to say exactly what _you_ mean by leave-n-out CV. If you can specify the algorithm, you can program it in R (or we may be able to help). As I have never encountered this, I don't know the definition, nor do I see the point. I suspect it is not really cross-validation at all (the term is widely misused in the machine-learning/neural nets communities to mean the use of a validation set).
Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595