facet.validation#

Bootstrap cross-validation, including a stationary version for use with time series data.

Classes#

BaseBootstrapCV

Base class for bootstrap cross-validators.

BootstrapCV

Bootstrapping cross-validation.

StationaryBootstrapCV

Bootstrap for stationary time series, based on Politis and Romano (1994).

StratifiedBootstrapCV

Stratified bootstrapping cross-validation.