Get cross validation values of each fold as dataframes

I am performing Stratified Cross validation as given below:

import numpy as np
from sklearn.model_selection import StratifiedKFold
X = np.array(X_trainval)
y = np.array(y_trainval)
skf =StratifiedKFold(n_splits=4, random_state=None, shuffle=False)
#skf.get_n_splits(X, y)

for train_index, test_index in skf.split(X, y):
    print("TRAIN:", train_index, "TEST:", test_index)
    X_traincv, X_testcv = X[train_index], X[test_index]
    y_traincv, y_testcv = y[train_index], y[test_index]

This outputs:

 TRAIN: [ 137  139  140 ... 2744 2745 2746] TEST: [  0   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  28  29  30  31  32  33  34  35
  36  37  38  39  40  41  42  43  44  45  46  47  48  49  50  51  52  53
  54  55  56  57  58  59  60  61  62  63  64  65  66  67  68  69  70  71
  72  73  74  75  76  77  78  79  80  81  82  83  84  85  86  87  88  89
  90  91  92  93  94  95  96  97  98  99 100 101 102 103 104 105 106 107
 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125
 126 127 128 129 130 131 132 133 134 135 136 138]
TRAIN: [   0    1    2 ... 2744 2745 2746] TEST: [137 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155
 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173
 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191
 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209
 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227
 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245
 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263
 264 265 266 267 271 273 276 280 281 282 283 287]
TRAIN: [   0    1    2 ... 2744 2745 2746] TEST: [268 269 270 272 274 275 277 278 279 284 285 286 288 289 290 291 292 293
 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311
 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329
 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347
 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365
 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383
 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 402
 405 406 408 410 412 413 419 420 422 425 428 429]
TRAIN: [   0    1    2 ... 2744 2745 2746] TEST: [401 403 404 407 409 411 414 415 416 417 418 421 423 424 426 427 430 431
 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449
 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467
 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485
 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503
 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521
 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539
 540 542 543 544 545 554 555 556 557 558 559 560]

I am trying to get the split or fold as a dataframe in each iteration. May I know how to pass these index values to get the dataframes corresponding each fold?

Answer

for train_index, test_index in skf.split(X, y):
    print("TRAIN:", train_index, "TEST:", test_index)
    X_traincv = X_trainval[X_trainval.index.isin(train_index)]
    X_testcv = X_trainval[X_trainval.index.isin(test_index)]
    y_traincv = y_trainval[y_trainval.index.isin(train_index)]
    y_testcv = y_trainval[y_trainval.index.isin(test_index)]