I'm using the nested resampling capabilities of the R mlr package, as outlined here: http://mlr-org.github.io/mlr-tutorial/release/html/nested_resampling/index.html?
The problem I am working on is a financial time series (FX rate) and so the existing resampling methods are not ideal. Ideally I'm looking to implement walk forward resampling within the nesting context. Is it possible to do this?
I can't see any way of getting greater access to the the CV or RepCV methods, but all that would be needed would be a way of controlling the fold selection and ordering they use, such as the foldType parameter available in the package cvTools.
Some timeseries-related functionality is currently under review in PR 1702. This may do most of what you want; you could at least use it as a starting point for your own implementation.