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)
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