inst/doc/examples/example-repCV.R

In cvTools: Cross-validation tools for regression models

library("robustbase")
data("coleman")
set.seed(1234)  # set seed for reproducibility

# set up folds for cross-validation
folds <- cvFolds(nrow(coleman), K = 5, R = 10)

# perform cross-validation for an LS regression model
fitLm <- lm(Y ~ ., data = coleman)
repCV(fitLm, cost = rtmspe, folds = folds, trim = 0.1)

# perform cross-validation for an MM regression model
fitLmrob <- lmrob(Y ~ ., data = coleman)
repCV(fitLmrob, cost = rtmspe, folds = folds, trim = 0.1)

# perform cross-validation for an LTS regression model
fitLts <- ltsReg(Y ~ ., data = coleman)
repCV(fitLts, cost = rtmspe, folds = folds, trim = 0.1)
repCV(fitLts, cost = rtmspe, folds = folds, 
    fit = "both", trim = 0.1)