%% Recreate the cross-validation experiment on the Boston Housing Data from the paper
%  Schmidt, D. F. & Makalic, E.
%  Robust Lasso Regression with Student-t Residuals
%  Lecture Notes in Artificial Intelligence, to appear, 2017.

% Load the boston housing data
clear;
load boshouse.mat

% Peform 100 50/50 CV tests on the Boston Housing Data using the
% tlasso_CVTest function.
% This could easily be modified to test other datasets.
rng(1);
[cv_err, cv_nu, cv_err_nu, cv_spe] = tlasso_CVTest(X, y, [1,2,10], 0.5, 1e2);