inst/doc/examples-full/example-xyplot-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 = 10)


## 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 and plot results
cvFits <- cvSelect(LS = cvFitLm, MM = cvFitLmrob, LTS = cvFitLts)
cvFits
xyplot(cvFits)


## 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 and plot results
cvFitsLts <- cvSelect("0.5" = cvFitLts50, "0.75" = cvFitLts75)
cvFitsLts
xyplot(cvFitsLts)


## evaluate MM regression models tuned for 
## 80%, 85%, 90% and 95% efficiency
tuning <- list(tuning.psi=c(3.14, 3.44, 3.88, 4.68))

# perform cross-validation
cvFitsLmrob <- cvTuning(fitLmrob$call, data = coleman, 
    y = coleman$Y, tuning = tuning, cost = rtmspe, 
    folds = folds, costArgs = list(trim = 0.1))
cvFitsLmrob

# plot results
xyplot(cvFitsLmrob)