inst/doc/examples-full/example-plot-full.R

In aalfons/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 = 50)


## compare LS, MM and LTS regression

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

# perform cross-validation for an MM regression model
fitLmrob <- lmrob(Y ~ ., data = coleman, k.max = 500)
cvFitLmrob <- cvLmrob(fitLmrob, cost = rtmspe, 
    folds = folds, trim = 0.1)

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

# combine results into one object
cvFits <- cvSelect(LS = cvFitLm, MM = cvFitLmrob, LTS = cvFitLts)
cvFits

# plot results for the MM regression model
plot(cvFitLmrob, method = "bw")
plot(cvFitLmrob, method = "density")

# plot combined results
plot(cvFits, method = "bw")
plot(cvFits, method = "density")
plot(cvFits, method = "xy")
plot(cvFits, method = "dot")


## compare raw and reweighted LTS estimators for 
## 50% and 75% subsets

# 50% subsets
fitLts50 <- ltsReg(Y ~ ., data = coleman, alpha = 0.5)
cvFitLts50 <- cvLts(fitLts50, cost = rtmspe, folds = folds, 
    fit = "both", trim = 0.1)

# 75% subsets
fitLts75 <- ltsReg(Y ~ ., data = coleman, alpha = 0.75)
cvFitLts75 <- cvLts(fitLts75, cost = rtmspe, folds = folds, 
    fit = "both", trim = 0.1)

# combine results into one object
cvFitsLts <- cvSelect("0.5" = cvFitLts50, "0.75" = cvFitLts75)
cvFitsLts

# plot combined results
plot(cvFitsLts, method = "bw")
plot(cvFitsLts, method = "density")
plot(cvFitsLts, method = "xy")
plot(cvFitsLts, method = "dot")