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)
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