Temporal Block Cross-Validation (rsample-compatible) — borg_temporal_cv • BORG

Creates temporal block CV folds that plug directly into tune::tune_grid() and tune::fit_resamples().

Usage

borg_temporal_cv(data, time, target = NULL, v = 5, embargo = NULL, ...)

Arguments

data: A data frame.
time: Character. Time column name.
target: Character. Target variable.
v: Integer. Number of folds. Default: 5.
embargo: Numeric. Time gap between train and test sets.
...: Additional arguments passed to borg_cv().

Value

A borg_rset object (subclass of rset) compatible with tidymodels.

Examples

# \donttest{
if (requireNamespace("rsample", quietly = TRUE)) {
  d <- data.frame(time = 1:100, x = rnorm(100), y = cumsum(rnorm(100)))
  folds <- borg_temporal_cv(d, time = "time", target = "y")
}
# }