Introduction - If you have any usage issues, please Google them yourself
LS-SVM Leave-One-Out Cross-Validation Demo
G. C. Cawley, "Leave-one-out cross-validation based model selection criteria for weighted LS-SVMs", Proceedings of the International Joint Conference on Neural Networks (IJCNN-2006), pages 1661-1668, Vancouver, BC, Canada, July 16-21 2006. (pdf)theoval.cmp.uea.ac.uk/~gcc/matlab/