Home » date » 2010 » Dec » 11 »

*The author of this computation has been verified*
R Software Module: /rwasp_regression_trees1.wasp (opens new window with default values)
Title produced by software: Recursive Partitioning (Regression Trees)
Date of computation: Sat, 11 Dec 2010 10:06:28 +0000
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2010/Dec/11/t1292061906u6yb8cosibu4que.htm/, Retrieved Sat, 11 Dec 2010 11:05:06 +0100
 
BibTeX entries for LaTeX users:
@Manual{KEY,
    author = {{YOUR NAME}},
    publisher = {Office for Research Development and Education},
    title = {Statistical Computations at FreeStatistics.org, URL http://www.freestatistics.org/blog/date/2010/Dec/11/t1292061906u6yb8cosibu4que.htm/},
    year = {2010},
}
@Manual{R,
    title = {R: A Language and Environment for Statistical Computing},
    author = {{R Development Core Team}},
    organization = {R Foundation for Statistical Computing},
    address = {Vienna, Austria},
    year = {2010},
    note = {{ISBN} 3-900051-07-0},
    url = {http://www.R-project.org},
}
 
Original text written by user:
 
IsPrivate?
No (this computation is public)
 
User-defined keywords:
 
Dataseries X:
» Textbox « » Textfile « » CSV «
13 15 2 9 42 12 12 18 1 9 51 15 15 11 1 9 42 14 12 16 1 8 46 10 10 12 2 14 41 10 12 17 2 14 49 9 15 15 1 15 47 18 9 19 1 11 33 11 11 18 1 8 47 12 11 10 2 14 42 11 11 14 1 9 32 15 15 18 1 6 53 17 7 18 2 14 41 14 11 14 2 8 41 24 11 14 1 11 33 7 10 12 1 16 37 18 14 16 2 11 43 11 6 13 2 13 33 14 11 16 1 7 49 18 15 14 2 9 42 12 11 9 1 15 43 11 12 9 2 16 37 5 14 17 1 10 43 12 15 13 2 14 42 11 9 15 2 12 43 10 13 17 1 6 46 11 13 16 2 4 33 15 16 12 1 12 42 16 13 11 1 14 40 14 12 16 2 13 44 8 14 17 1 9 42 13 11 17 2 14 52 18 9 16 1 14 44 17 16 13 2 10 45 10 12 12 1 14 46 13 10 12 2 8 36 11 13 16 1 8 45 12 16 14 1 10 49 12 14 12 2 9 43 12 15 12 1 9 43 9 5 14 1 11 37 18 8 8 2 15 32 7 11 15 1 9 45 14 16 14 2 9 45 16 17 11 1 10 45 12 9 13 2 8 45 17 9 14 1 8 31 12 13 15 1 14 33 9 10 16 1 10 44 12 6 10 2 11 49 9 12 11 2 9 44 13 8 12 2 12 41 10 14 14 2 13 44 10 12 15 1 14 38 11 11 16 1 15 33 13 16 9 1 11 47 13 8 11 2 9 37 13 15 15 1 8 48 6 7 15 2 7 40 7 16 13 2 10 50 etc...
 
Output produced by software:

Enter (or paste) a matrix (table) containing all data (time) series. Every column represents a different variable and must be delimited by a space or Tab. Every row represents a period in time (or category) and must be delimited by hard returns. The easiest way to enter data is to copy and paste a block of spreadsheet cells. Please, do not use commas or spaces to seperate groups of digits!


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time5 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24


Goodness of Fit
Correlation0.4455
R-squared0.1984
RMSE6.564


Actuals, Predictions, and Residuals
#ActualsForecastsResiduals
14245.7833333333333-3.78333333333333
25145.78333333333335.21666666666667
34244.375-2.375
44645.78333333333330.216666666666669
54139.15384615384621.84615384615385
64945.78333333333333.21666666666667
74745.78333333333331.21666666666667
83345.7833333333333-12.7833333333333
94745.78333333333331.21666666666667
104239.15384615384622.84615384615385
113239.1538461538462-7.15384615384615
125345.78333333333337.21666666666667
134138.80952380952382.19047619047619
144139.15384615384621.84615384615385
153339.1538461538462-6.15384615384615
163736.11111111111110.888888888888886
174345.7833333333333-2.78333333333333
183338.8095238095238-5.80952380952381
194945.78333333333333.21666666666667
204244.375-2.375
214339.15384615384623.84615384615385
223736.11111111111110.888888888888886
234345.7833333333333-2.78333333333333
244244.375-2.375
254345.7833333333333-2.78333333333333
264645.78333333333330.216666666666669
273345.7833333333333-12.7833333333333
284244.375-2.375
294044.375-4.375
304445.7833333333333-1.78333333333333
314245.7833333333333-3.78333333333333
325245.78333333333336.21666666666667
334445.7833333333333-1.78333333333333
344544.3750.625
354644.3751.625
363639.1538461538462-3.15384615384615
374545.7833333333333-0.783333333333331
384944.3754.625
394344.375-1.375
404344.375-1.375
413738.8095238095238-1.80952380952381
423238.8095238095238-6.80952380952381
434545.7833333333333-0.783333333333331
444544.3750.625
454544.3750.625
464539.15384615384625.84615384615385
473139.1538461538462-8.15384615384615
483345.7833333333333-12.7833333333333
494445.7833333333333-1.78333333333333
504938.809523809523810.1904761904762
514444.375-0.375
524138.80952380952382.19047619047619
534444.375-0.375
543845.7833333333333-7.78333333333333
553345.7833333333333-12.7833333333333
564744.3752.625
573738.8095238095238-1.80952380952381
584845.78333333333332.21666666666667
594038.80952380952381.19047619047619
605044.3755.625
615445.78333333333338.21666666666667
624345.7833333333333-2.78333333333333
635445.78333333333338.21666666666667
644444.375-0.375
654745.78333333333331.21666666666667
663344.375-11.375
674545.7833333333333-0.783333333333331
683338.8095238095238-5.80952380952381
694445.7833333333333-1.78333333333333
704744.3752.625
714536.11111111111118.88888888888889
724345.7833333333333-2.78333333333333
734336.11111111111116.88888888888889
743344.375-11.375
754645.78333333333330.216666666666669
764744.3752.625
774738.80952380952388.19047619047619
78038.8095238095238-38.8095238095238
794344.375-1.375
804645.78333333333330.216666666666669
813636.1111111111111-0.111111111111114
824239.15384615384622.84615384615385
834444.375-0.375
844745.78333333333331.21666666666667
854139.15384615384621.84615384615385
864745.78333333333331.21666666666667
874645.78333333333330.216666666666669
884745.78333333333331.21666666666667
894644.3751.625
904645.78333333333330.216666666666669
913645.7833333333333-9.78333333333333
923038.8095238095238-8.80952380952381
934838.80952380952389.19047619047619
944545.7833333333333-0.783333333333331
954945.78333333333333.21666666666667
965544.37510.625
971136.1111111111111-25.1111111111111
985245.78333333333336.21666666666667
993338.8095238095238-5.80952380952381
1004745.78333333333331.21666666666667
1013336.1111111111111-3.11111111111111
1024444.375-0.375
1034238.80952380952383.19047619047619
1045538.809523809523816.1904761904762
1054245.7833333333333-3.78333333333333
1064644.3751.625
1074645.78333333333330.216666666666669
1084745.78333333333331.21666666666667
1093344.375-11.375
1105345.78333333333337.21666666666667
1114244.375-2.375
1124445.7833333333333-1.78333333333333
1135545.78333333333339.21666666666667
1144038.80952380952381.19047619047619
1154645.78333333333330.216666666666669
1165345.78333333333337.21666666666667
1174445.7833333333333-1.78333333333333
1183539.1538461538462-4.15384615384615
1194038.80952380952381.19047619047619
1204444.375-0.375
1214645.78333333333330.216666666666669
1224536.11111111111118.88888888888889
1235344.3758.625
1244544.3750.625
1254844.3753.625
1264645.78333333333330.216666666666669
1275538.809523809523816.1904761904762
1284745.78333333333331.21666666666667
1294344.375-1.375
1303836.11111111111111.88888888888889
1314038.80952380952381.19047619047619
1324744.3752.625
1334739.15384615384627.84615384615385
1344238.80952380952383.19047619047619
1355345.78333333333337.21666666666667
1364345.7833333333333-2.78333333333333
1374444.375-0.375
1384244.375-2.375
1395144.3756.625
1405445.78333333333338.21666666666667
1414144.375-3.375
1425145.78333333333335.21666666666667
1435144.3756.625
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Dec/11/t1292061906u6yb8cosibu4que/2yiv11292061980.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/11/t1292061906u6yb8cosibu4que/2yiv11292061980.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/11/t1292061906u6yb8cosibu4que/3yiv11292061980.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/11/t1292061906u6yb8cosibu4que/3yiv11292061980.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/11/t1292061906u6yb8cosibu4que/49ac41292061980.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/11/t1292061906u6yb8cosibu4que/49ac41292061980.ps (open in new window)


 
Parameters (Session):
par1 = 5 ; par2 = equal ; par3 = 4 ; par4 = no ;
 
Parameters (R input):
par1 = 5 ; par2 = none ; par3 = 3 ; par4 = no ;
 
R code (references can be found in the software module):
library(party)
library(Hmisc)
par1 <- as.numeric(par1)
par3 <- as.numeric(par3)
x <- data.frame(t(y))
is.data.frame(x)
x <- x[!is.na(x[,par1]),]
k <- length(x[1,])
n <- length(x[,1])
colnames(x)[par1]
x[,par1]
if (par2 == 'kmeans') {
cl <- kmeans(x[,par1], par3)
print(cl)
clm <- matrix(cbind(cl$centers,1:par3),ncol=2)
clm <- clm[sort.list(clm[,1]),]
for (i in 1:par3) {
cl$cluster[cl$cluster==clm[i,2]] <- paste('C',i,sep='')
}
cl$cluster <- as.factor(cl$cluster)
print(cl$cluster)
x[,par1] <- cl$cluster
}
if (par2 == 'quantiles') {
x[,par1] <- cut2(x[,par1],g=par3)
}
if (par2 == 'hclust') {
hc <- hclust(dist(x[,par1])^2, 'cen')
print(hc)
memb <- cutree(hc, k = par3)
dum <- c(mean(x[memb==1,par1]))
for (i in 2:par3) {
dum <- c(dum, mean(x[memb==i,par1]))
}
hcm <- matrix(cbind(dum,1:par3),ncol=2)
hcm <- hcm[sort.list(hcm[,1]),]
for (i in 1:par3) {
memb[memb==hcm[i,2]] <- paste('C',i,sep='')
}
memb <- as.factor(memb)
print(memb)
x[,par1] <- memb
}
if (par2=='equal') {
ed <- cut(as.numeric(x[,par1]),par3,labels=paste('C',1:par3,sep=''))
x[,par1] <- as.factor(ed)
}
table(x[,par1])
colnames(x)
colnames(x)[par1]
x[,par1]
if (par2 == 'none') {
m <- ctree(as.formula(paste(colnames(x)[par1],' ~ .',sep='')),data = x)
}
load(file='createtable')
if (par2 != 'none') {
m <- ctree(as.formula(paste('as.factor(',colnames(x)[par1],') ~ .',sep='')),data = x)
if (par4=='yes') {
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'10-Fold Cross Validation',3+2*par3,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'',1,TRUE)
a<-table.element(a,'Prediction (training)',par3+1,TRUE)
a<-table.element(a,'Prediction (testing)',par3+1,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Actual',1,TRUE)
for (jjj in 1:par3) a<-table.element(a,paste('C',jjj,sep=''),1,TRUE)
a<-table.element(a,'CV',1,TRUE)
for (jjj in 1:par3) a<-table.element(a,paste('C',jjj,sep=''),1,TRUE)
a<-table.element(a,'CV',1,TRUE)
a<-table.row.end(a)
for (i in 1:10) {
ind <- sample(2, nrow(x), replace=T, prob=c(0.9,0.1))
m.ct <- ctree(as.formula(paste('as.factor(',colnames(x)[par1],') ~ .',sep='')),data =x[ind==1,])
if (i==1) {
m.ct.i.pred <- predict(m.ct, newdata=x[ind==1,])
m.ct.i.actu <- x[ind==1,par1]
m.ct.x.pred <- predict(m.ct, newdata=x[ind==2,])
m.ct.x.actu <- x[ind==2,par1]
} else {
m.ct.i.pred <- c(m.ct.i.pred,predict(m.ct, newdata=x[ind==1,]))
m.ct.i.actu <- c(m.ct.i.actu,x[ind==1,par1])
m.ct.x.pred <- c(m.ct.x.pred,predict(m.ct, newdata=x[ind==2,]))
m.ct.x.actu <- c(m.ct.x.actu,x[ind==2,par1])
}
}
print(m.ct.i.tab <- table(m.ct.i.actu,m.ct.i.pred))
numer <- 0
for (i in 1:par3) {
print(m.ct.i.tab[i,i] / sum(m.ct.i.tab[i,]))
numer <- numer + m.ct.i.tab[i,i]
}
print(m.ct.i.cp <- numer / sum(m.ct.i.tab))
print(m.ct.x.tab <- table(m.ct.x.actu,m.ct.x.pred))
numer <- 0
for (i in 1:par3) {
print(m.ct.x.tab[i,i] / sum(m.ct.x.tab[i,]))
numer <- numer + m.ct.x.tab[i,i]
}
print(m.ct.x.cp <- numer / sum(m.ct.x.tab))
for (i in 1:par3) {
a<-table.row.start(a)
a<-table.element(a,paste('C',i,sep=''),1,TRUE)
for (jjj in 1:par3) a<-table.element(a,m.ct.i.tab[i,jjj])
a<-table.element(a,round(m.ct.i.tab[i,i]/sum(m.ct.i.tab[i,]),4))
for (jjj in 1:par3) a<-table.element(a,m.ct.x.tab[i,jjj])
a<-table.element(a,round(m.ct.x.tab[i,i]/sum(m.ct.x.tab[i,]),4))
a<-table.row.end(a)
}
a<-table.row.start(a)
a<-table.element(a,'Overall',1,TRUE)
for (jjj in 1:par3) a<-table.element(a,'-')
a<-table.element(a,round(m.ct.i.cp,4))
for (jjj in 1:par3) a<-table.element(a,'-')
a<-table.element(a,round(m.ct.x.cp,4))
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable3.tab')
}
}
m
bitmap(file='test1.png')
plot(m)
dev.off()
bitmap(file='test1a.png')
plot(x[,par1] ~ as.factor(where(m)),main='Response by Terminal Node',xlab='Terminal Node',ylab='Response')
dev.off()
if (par2 == 'none') {
forec <- predict(m)
result <- as.data.frame(cbind(x[,par1],forec,x[,par1]-forec))
colnames(result) <- c('Actuals','Forecasts','Residuals')
print(result)
}
if (par2 != 'none') {
print(cbind(as.factor(x[,par1]),predict(m)))
myt <- table(as.factor(x[,par1]),predict(m))
print(myt)
}
bitmap(file='test2.png')
if(par2=='none') {
op <- par(mfrow=c(2,2))
plot(density(result$Actuals),main='Kernel Density Plot of Actuals')
plot(density(result$Residuals),main='Kernel Density Plot of Residuals')
plot(result$Forecasts,result$Actuals,main='Actuals versus Predictions',xlab='Predictions',ylab='Actuals')
plot(density(result$Forecasts),main='Kernel Density Plot of Predictions')
par(op)
}
if(par2!='none') {
plot(myt,main='Confusion Matrix',xlab='Actual',ylab='Predicted')
}
dev.off()
if (par2 == 'none') {
detcoef <- cor(result$Forecasts,result$Actuals)
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Goodness of Fit',2,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Correlation',1,TRUE)
a<-table.element(a,round(detcoef,4))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'R-squared',1,TRUE)
a<-table.element(a,round(detcoef*detcoef,4))
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'RMSE',1,TRUE)
a<-table.element(a,round(sqrt(mean((result$Residuals)^2)),4))
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable1.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Actuals, Predictions, and Residuals',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'#',header=TRUE)
a<-table.element(a,'Actuals',header=TRUE)
a<-table.element(a,'Forecasts',header=TRUE)
a<-table.element(a,'Residuals',header=TRUE)
a<-table.row.end(a)
for (i in 1:length(result$Actuals)) {
a<-table.row.start(a)
a<-table.element(a,i,header=TRUE)
a<-table.element(a,result$Actuals[i])
a<-table.element(a,result$Forecasts[i])
a<-table.element(a,result$Residuals[i])
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')
}
if (par2 != 'none') {
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Confusion Matrix (predicted in columns / actuals in rows)',par3+1,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'',1,TRUE)
for (i in 1:par3) {
a<-table.element(a,paste('C',i,sep=''),1,TRUE)
}
a<-table.row.end(a)
for (i in 1:par3) {
a<-table.row.start(a)
a<-table.element(a,paste('C',i,sep=''),1,TRUE)
for (j in 1:par3) {
a<-table.element(a,myt[i,j])
}
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable2.tab')
}
 





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This work is licensed under a Creative Commons Attribution-Noncommercial-Share Alike 3.0 License.

Software written by Ed van Stee & Patrick Wessa


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