DateSelectors.jl
DateSelectors.jl
simplifies the partitioning of a collection of dates into non-contiguous validation and holdout sets.
The package exports the partition
function, which assigns dates to the validation and holdout sets according to the DateSelector
. The available DateSelector
s are:
NoneSelector
: assigns all dates to the validation set.RandomSelector
: randomly draws a subset of dates without replacement.PeriodicSelector
: draws contiguous subsets of days periodically from the collection.