Train Test Split

Implemented in `split.R`.

train_test_split <- function(X,y,test_size=0.2, seed=NULL){
  if(!is.null(seed)) set.seed(seed)
  n <- nrow(X)
  idx <- sample(n)
  split <- max(2, floor(n*(1-test_size)))
  train_idx <- idx[1:split]
  test_idx  <- idx[(split+1):n]
  list(X_train=X[train_idx,,drop=FALSE], X_test=X[test_idx,,drop=FALSE], 
       y_train=y[train_idx], y_test=y[test_idx])
}