Create cv folds within a dataset using rolling origin method

Create cv folds within a dataset using rolling origin method

Usage

split_cv_rolling(
  data_to_split,
  start_date = NULL,
  month_analysis = 48,
  month_assess = 3
)

Arguments

data_to_split

data frame that you want to create folds from, must include date column

start_date

date from which the folds will start, in Date class. default NULL = first date of dataset

month_analysis

number of months to include in analysis sets. Default = 48

month_assess

number of months to include in the assessment sets. Default = 3

Value

list of datasets including analysis and assessment set nested in each list object