Started adding cv, but some mistakes somewhere

src/convenience.jl

@@ -16,6 +16,99 @@ XVal             = my_split["XVal"];
 using Random
 
 
+"""
+    calculateRMSECV(X, y, regfunction, funcargs, n_splits=1, n_folds=5, rngseed=42, emscpreproc=false, emscdegree=6)
+    calculateRMSECV(X, y, splits, regfunction, funcargs, emscpreproc=false, emscdegree=6)
+
+Calculates RMSECV.
+Second function calculates RMSECV according to data split given by variable 'split' (which should be output of
+function computeCVSplitInds).
+
+Returns meanrmsecv, rmsecv where rmsecv is kmax x n_splits matrix, and meanrmsecv is vector of length kmax.
+"""
+function calculateRMSECV(X, y, regfunction, funcargs, n_splits=1, n_folds=5, rngseed=42, emscpreproc=false, emscdegree=6)
+
+splits         = createCVSplitInds(X, n_splits, n_folds, rngseed);
+meanrmse, rmse = calculateRMSECV(X, y, splits, regfunction, funcargs, emscpreproc, emscdegree);
+    
+return meanrmsecv, rmsecv
+end
+
+function calculateRMSECV(X, y, splits, regfunction, funcargs, emscpreproc=false, emscdegree=6)
+
+n_splits = size(splits,2);
+B, _     = regfunction(X, y, funcargs...); # <- Slow, but works in general. Maybe add some special cases for known functions?
+    println("her")
+kmax     = size(B, 2);
+rmsecv   = zeros(kmax, nsplits);
+n_folds  = length(unique(splits[:,1]))
+    
+for i in 1:n_splits
+    
+    for j=1:n_folds
+            XTrain = X[splits[:,j] .!= j,:];
+            XTest  = X[splits[:,j] .== j,:];
+            yTrain = y[splits[:,j] .!= j,:];
+            yTest  = y[splits[:,j] .== j,:];
+        
+        if emscpreproc
+            XTrain, output = EMSC(XTrain, emscdegree, "svd", 1, -1, 0); # nRef, baseDeg, intF
+            XTest, _       = EMSC(XTest, output["model"]);
+        end
+
+        B, _   = regfunction(XTrain, yTrain, funcargs...);
+
+        for k=1:kmax
+            yTestPred, _  = predRegression(XTest, B[:,k], yTest);
+            rmsecv[k, i] += sum((yTestPred - yTest).^2);
+        end
+    end
+
+end
+
+rmsecv     = sqrt.(rmsecv ./ n);
+meanrmsecv = mean(rmsecv, dims=2);
+
+return meanrmsecv, rmsecv
+end
+
+
+"""
+    function createCVSplitInds(X, n_splits=1, n_folds=5, rngseed=42)
+
+Creates n_splits data splits for n_folds cross validation.
+Output is an size(X,1) x n_splits array with type Int64 where
+the columns indicate split membership according to integer (1,...,n_folds).
+Extra samples if any are assigned to the lower indices.
+"""
+function createCVSplitInds(X, n_splits=1, n_folds=5, rngseed=42)
+
+
+n         = size(X,1)
+splits    = convert(Matrix{Int64}, zeros(n, n_splits)); # fold membership coded as 1, 2, ..., n_folds
+fold_size = convert(Int64, floor(n/n_folds))
+left_over = n - fold_size * n_folds
+start_vec = convert(Vector{Int64}, zeros(n));
+
+for i=1:n_folds
+    start_vec[(fold_size*(i-1)+1):fold_size*i] .= i;
+end
+
+for i=1:left_over
+    start_vec[fold_size*n_folds+i] = i;
+end
+
+Random.seed!(rngseed);
+
+for i=1:n_splits
+    splits[:, i] = shuffle(start_vec);
+end
+
+return splits
+end
+
+
+
 """
     function modelSelectionStatistics(results)