Complete ef.save_indices() function
Complete ef.save_indices() function

For each fold_idx, we generate :
    <data_dir>/<simu_id>.fold<fold_idx>.trIndices:
        Space-separated list of training indices.
    <data_dir>/<simu_id>.fold<fold_idx>.teIndices:
        Space-separated list of test indices.
    For each subsample_idx:
        <data_dir>/<simu_id>.fold<fold_idx>.ss<ss_idx>.ssIndices
            Space-separated lists of subsample indices,
            one line per list / subsample.

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