title: creating a sequence and storing the data in lists without mixing the data
body: <p>I want to create a sequence of lists in R based on some time dependent sequence. The closest I have found to what I want is the following:</p>
  
  <pre><code>rBayesianOptimization::KFold(seq(1:30), nfolds = 5,
                    stratified = TRUE, seed = 0)
  </code></pre>
  
  <p>Which gives:</p>
  
  <pre><code>[[1]]
    [1]  1  1  1  1  1  1  1  1  1  1  1  1  1  1  1  1  1  1  1  1  1  1  1  1  2  2  2  2  2  2  2  2  2  2  2  2  2
   [38]  2  2  2  4  4  4  4  4  4  4  4  4  4  4  4  4  4  4  4  4  4  4  4  4  4  4  4  4  6  6  6  7  7  7  7  7  7
   [75]  7  7  7  7  7  7  7  7  7  7  7  7  7  7  7  7  9  9  9  9  9  9  9  9  9 11 11 11 11 11 11 14 14 14 14 14 14
  [112] 14 14 14 14 14 14 14 14 14 14 14 23 23 25 25 25 25 25
  
  [[2]]
    [1]  1  1  1  1  1  1  2  2  2  2  2  2  2  2  2  2  2  3  3  3  3  3  3  3  3  3  3  3  3  3  4  4  5  5  5  5  5
   [38]  5  5  5  5  5  5  5  6  6  6  6  6  7  7  8 10 10 10 10 10 10 11 11 11 11 11 11 11 11 11 11 12 12 13 13 13 13
   [75] 13 13 15 15 16 16 16 16 16 17 17 17 17 17 18 18 18 18 18 18 18 18 18 18 19 19 19 19 19 19 20 20 21 21 21 22 22
  [112] 22 22 23 23 24 24 25 26 26 27 28 28 29 30
  
  [[3]]
    [1]  2  2  3  3  3  3  3  3  3  3  5  5  5  5  5  5  5  5  5  5  5  5  5  5  6  6  6  6  6  6  6  6  6  6  6  6  8
   [38]  8  8  8  8  8  9  9  9  9  9  9  9  9  9  9 10 10 10 10 10 10 10 10 10 10 11 11 11 12 12 12 12 12 12 12 12 12
   [75] 12 12 12 12 12 13 13 13 13 15 15 15 15 15 15 16 16 16 16 16 17 17 17 17 17 18 18 19 19 19 20 21 21 21 22 22 22
  [112] 23 23 24 24 26 27 27
  
  [[4]]
   [1]  1  2  2  3  3  3  3  3  3  6  6  6  6  6  8  8  8  8  8  8  8  8  8  8  8  8  8  9  9  9 10 10 10 10 10 11 12 12
  [39] 12 13 13 13 13 13 13 13 13 15 15 15 15 15 15 15 15 16 16 16 16 16 17 17 17 17 18 19 19 19 20 20 20 20 20 20 20 20
  [77] 21 21 21 21 22 22 23 23 24 26 26 27 28 29
  
  [[5]]
   [1]  1  1  1  1  1  1  1  2  3  3  3  4  4  4  4  4  4  4  4  4  4  4  4  4  6  6  7  7  7  7  7  7  7  8  8  8  9  9
  [39]  9  9  9  9 14 14 14 14 14 14 14 14 14 14 14 14 14 14 24 24 25 25 25
  </code></pre>
  
  <p>I would like to keep the order of the original data and not mix the data up or miss any observations.</p>
  
  <p>I would like to keep the "structure" of the above lists however. The closest I have come to a solution is:</p>
  
  <pre><code>f &lt;- function(x){
    r = rollapply(x, width = 5, FUN = print)
    return(r)
  }
  
  f(seq(1:30))
  </code></pre>
  
  <p>Which gives what I want just not in the list structure previously:</p>
  
  <p>Output:</p>
  
  <pre><code>      [,1] [,2] [,3] [,4] [,5]
   [1,]    1    2    3    4    5
   [2,]    2    3    4    5    6
   [3,]    3    4    5    6    7
   [4,]    4    5    6    7    8
   [5,]    5    6    7    8    9
   [6,]    6    7    8    9   10
   [7,]    7    8    9   10   11
   [8,]    8    9   10   11   12
   [9,]    9   10   11   12   13
  [10,]   10   11   12   13   14
  [11,]   11   12   13   14   15
  [12,]   12   13   14   15   16
  [13,]   13   14   15   16   17
  [14,]   14   15   16   17   18
  [15,]   15   16   17   18   19
  [16,]   16   17   18   19   20
  [17,]   17   18   19   20   21
  [18,]   18   19   20   21   22
  [19,]   19   20   21   22   23
  [20,]   20   21   22   23   24
  [21,]   21   22   23   24   25
  [22,]   22   23   24   25   26
  [23,]   23   24   25   26   27
  [24,]   24   25   26   27   28
  [25,]   25   26   27   28   29
  [26,]   26   27   28   29   30
  </code></pre>
  
  <p>The desired output would be something similar as doing <code>t(f(seq(1:30)))</code> but having the list structure:</p>
  
  <pre><code>     [,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10] [,11] [,12] [,13] [,14] [,15] [,16] [,17] [,18] [,19] [,20]
  [1,]    1    2    3    4    5    6    7    8    9    10    11    12    13    14    15    16    17    18    19    20
  [2,]    2    3    4    5    6    7    8    9   10    11    12    13    14    15    16    17    18    19    20    21
  [3,]    3    4    5    6    7    8    9   10   11    12    13    14    15    16    17    18    19    20    21    22
  [4,]    4    5    6    7    8    9   10   11   12    13    14    15    16    17    18    19    20    21    22    23
  [5,]    5    6    7    8    9   10   11   12   13    14    15    16    17    18    19    20    21    22    23    24
       [,21] [,22] [,23] [,24] [,25] [,26]
  [1,]    21    22    23    24    25    26
  [2,]    22    23    24    25    26    27
  [3,]    23    24    25    26    27    28
  [4,]    24    25    26    27    28    29
  [5,]    25    26    27    28    29    30
  </code></pre>
  
  <p>I have tried splitting by rows also without luck:</p>
  
  <pre><code>d &lt;- f(seq(1:30))
  
  split(d, seq(ncol(d)))
  </code></pre>
  
  <p>EDIT:</p>
  
  <p>Expected output:</p>
  
  <pre><code>[[1]]
    [1] 1    2    3    4    5    6    7    8    9    10    11    12    13    14    15    16    17    18    19    20    21    22    23    24    25    26
  [[2]]
    [1] 2    3    4    5    6    7    8    9   10    11    12    13    14    15    16    17    18    19    20    21    22    23    24    25    26    27
  [[3]]
    [1] 3    4    5    6    7    8    9   10   11    12    13    14    15    16    17    18    19    20    21    22    23    24    25    26    27    28
  [[4]]
    [1] 4    5    6    7    8    9   10   11   12    13    14    15    16    17    18    19    20    21    22    23    24    25    26    27    28    29
  [[5]]
    [1] 5    6    7    8    9   10   11   12   13    14    15    16    17    18    19    20    21    22    23    24    25    26    27    28    29    30
  </code></pre>
  
  <p>where <code>[[1]]</code>, <code>[[2]]</code>, <code>[[3]]</code>, <code>[[4]]</code>, <code>[[5]]</code> are lists.</p>
  
  <p>SessionInfo()</p>
  
  <pre><code>&gt; sessionInfo()
  R version 3.6.1 (2019-07-05)
  Platform: x86_64-pc-linux-gnu (64-bit)
  Running under: Ubuntu 18.04.3 LTS
  
  Matrix products: default
  BLAS:   /usr/lib/x86_64-linux-gnu/blas/libblas.so.3.7.1
  LAPACK: /usr/lib/x86_64-linux-gnu/lapack/liblapack.so.3.7.1
  
  locale:
   [1] LC_CTYPE=C.UTF-8       LC_NUMERIC=C           LC_TIME=C.UTF-8        LC_COLLATE=C.UTF-8    
   [5] LC_MONETARY=C.UTF-8    LC_MESSAGES=C.UTF-8    LC_PAPER=C.UTF-8       LC_NAME=C             
   [9] LC_ADDRESS=C           LC_TELEPHONE=C         LC_MEASUREMENT=C.UTF-8 LC_IDENTIFICATION=C   
  
  attached base packages:
  [1] stats     graphics  grDevices utils     datasets  methods   base     
  
  other attached packages:
   [1] igraph_1.2.4.2              rBayesianOptimization_1.1.0 MlBayesOpt_0.3.4            data.table_1.12.8          
   [5] Matrix_1.2-17               splitstackshape_1.4.8       rvest_0.3.5                 xml2_1.2.2                 
   [9] chron_2.3-54                forecast_8.9                forcats_0.4.0               readr_1.3.1                
  [13] tibble_2.1.3                tidyverse_1.3.0             geosphere_1.5-10            imputeTS_3.0               
  [17] xgboost_666.6.4.1           tsfeatures_1.0.1            rsample_0.0.5.9000          purrr_0.3.3                
  [21] directlabels_2018.05.22     ggplot2_3.2.1               tidyquant_0.5.8             quantmod_0.4-15            
  [25] TTR_0.23-5                  PerformanceAnalytics_1.5.3  xts_0.11-2                  zoo_1.8-6                  
  [29] lubridate_1.7.4             tidyr_1.0.0                 stringr_1.4.0               dplyr_0.8.3                
  
  loaded via a namespace (and not attached):
   [1] nlme_3.1-142      fs_1.3.1          httr_1.4.1        tools_3.6.1       backports_1.1.5   R6_2.4.1         
   [7] DBI_1.0.0.9004    lazyeval_0.2.2    colorspace_1.4-1  nnet_7.3-12       withr_2.1.2       sp_1.3-2         
  [13] tidyselect_0.2.5  curl_4.3          compiler_3.6.1    cli_1.1.0         labeling_0.3      tseries_0.10-47  
  [19] scales_1.1.0      lmtest_0.9-37     fracdiff_1.4-2    quadprog_1.5-8    digest_0.6.23     pkgconfig_2.0.3  
  [25] lhs_1.0.1         dbplyr_1.4.2      rlang_0.4.2       readxl_1.3.1      rstudioapi_0.10   farver_2.0.1     
  [31] generics_0.0.2    jsonlite_1.6      magrittr_1.5      GPfit_1.0-8       Rcpp_1.0.3        Quandl_2.10.0    
  [37] munsell_0.5.0     lifecycle_0.1.0   furrr_0.1.0       stringi_1.4.3     plyr_1.8.4        grid_3.6.1       
  [43] parallel_3.6.1    listenv_0.7.0     crayon_1.3.4      lattice_0.20-38   haven_2.2.0       hms_0.5.2.9000   
  [49] zeallot_0.1.0     pillar_1.4.2      ranger_0.11.2     codetools_0.2-16  reprex_0.3.0      urca_1.3-0       
  [55] glue_1.3.1        stinepack_1.4     modelr_0.1.5      vctrs_0.2.0       selectr_0.4-2     foreach_1.4.7    
  [61] cellranger_1.1.0  gtable_0.3.0      future_1.15.1     assertthat_0.2.1  broom_0.5.2       e1071_1.7-3      
  [67] class_7.3-15      timeDate_3043.102 iterators_1.0.12  globals_0.12.4    ellipsis_0.3.0  
  </code></pre>