title: Issue with Cross Validation
body: <p>I want to use leave one out cross validation. But i am getting below error:</p>
  
  <pre><code>AttributeError                            Traceback (most recent call last)
  &lt;ipython-input-19-f15f1e522706&gt; in &lt;module&gt;()
        3 loo = LeaveOneOut(num_of_examples)
        4 #loo.get_n_splits(X_train_std)
  ----&gt; 5 for train, test in loo.split(X_train_std):
        6     print("%s %s" % (train, test))
  </code></pre>
  
  <p>AttributeError: 'LeaveOneOut' object has no attribute 'split'</p>
  
  <p>The detailed code is as follows:</p>
  
  <pre><code>from sklearn.cross_validation import train_test_split
  X_train, X_test, y_train, y_test = 
  train_test_split(X, y, test_size=0.3, random_state=0)
  
  from sklearn.preprocessing import StandardScaler
  sc = StandardScaler()
  sc.fit(X_train)
  X_train_std = sc.transform(X_train)
  X_test_std = sc.transform(X_test)
  
  from sklearn.cross_validation import LeaveOneOut
  num_of_examples = len(X_train_std)
  loo = LeaveOneOut(num_of_examples)
  for train, test in loo.split(X_train_std):
  print("%s %s" % (train, test))
  </code></pre>