# NOT RUN {
library("perryExamples")
data("coleman")
set.seed(1234) # set seed for reproducibility
## set up folds for cross-validation
folds <- cvFolds(nrow(coleman), K = 5, R = 10)
## compare raw and reweighted LTS estimators for
## 50% and 75% subsets
# 50% subsets
fit50 <- ltsReg(Y ~ ., data = coleman, alpha = 0.5)
cv50 <- perry(fit50, splits = folds, fit = "both",
cost = rtmspe, trim = 0.1)
# 75% subsets
fit75 <- ltsReg(Y ~ ., data = coleman, alpha = 0.75)
cv75 <- perry(fit75, splits = folds, fit = "both",
cost = rtmspe, trim = 0.1)
# combine results into one object
cv <- perrySelect("0.5" = cv50, "0.75" = cv75)
cv
# extract reweighted LTS results with 50% subsets
subset(cv50, select = "reweighted")
subset(cv, subset = c(TRUE, FALSE), select = "reweighted")
# }
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