Home » date » 2010 » Dec » 14 »

*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: Tue, 14 Dec 2010 11:18:41 +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/14/t129232544824fdagf8xustmgk.htm/, Retrieved Tue, 14 Dec 2010 12:17:35 +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/14/t129232544824fdagf8xustmgk.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 «
3 3 4 2 5 3 3 2 2 4 4 4 2 4 4 3 3 2 3 3 3 2 2 3 4 3 3 2 1 4 3 4 5 4 4 2 2 4 2 4 3 3 4 2 4 3 4 2 2 2 3 3 4 4 1 3 3 2 3 4 3 4 4 3 3 2 2 4 2 5 3 2 1 3 5 3 3 4 2 5 2 2 3 3 5 3 4 4 3 3 2 2 1 2 4 1 1 2 2 3 2 3 1 1 3 3 4 4 4 3 3 2 4 3 4 3 3 1 2 4 3 3 4 3 4 3 4 5 3 4 2 3 4 4 4 3 3 4 3 3 3 4 4 3 3 4 4 2 2 4 3 4 2 2 4 3 3 4 4 3 3 4 4 4 4 3 3 2 2 4 2 2 3 2 4 3 4 4 3 4 3 3 3 3 4 3 2 2 3 2 3 4 4 3 4 4 4 4 4 3 3 4 3 3 4 3 4 1 1 3 1 2 2 2 5 2 2 4 2 4 3 3 2 3 4 4 4 3 4 3 4 5 4 3 3 2 2 1 2 5 1 3 3 2 4 3 3 4 3 4 3 2 1 3 4 1 2 4 4 4 3 3 3 3 4 2 2 1 2 4 3 4 1 2 4 3 3 4 2 4 2 3 4 2 3 4 4 4 3 3 1 1 2 1 5 3 4 4 5 3 2 2 2 2 4 4 4 4 3 4 3 4 5 4 3 4 4 3 4 4 3 2 2 2 3 3 4 4 3 4 3 2 4 3 4 3 4 2 3 4 3 4 3 3 4 1 1 1 1 5 3 4 4 3 4 3 4 4 3 4 3 3 4 3 4 2 3 4 4 2 3 3 3 3 3 3 3 4 4 4 3 3 3 3 4 2 3 3 3 3 3 4 2 2 4 2 1 1 1 4 2 3 2 2 4 3 4 4 3 3 3 3 3 3 4 2 3 5 2 4 2 4 1 2 5 3 3 3 3 4 2 2 2 2 5 3 3 3 3 3 4 4 4 4 3 2 3 3 2 4 3 4 3 3 4 2 3 4 3 4 4 4 4 4 4 3 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 time7 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Goodness of Fit
Correlation0.6752
R-squared0.4559
RMSE0.5751


Actuals, Predictions, and Residuals
#ActualsForecastsResiduals
132.758620689655170.241379310344827
232.758620689655170.241379310344827
343.550.45
432.758620689655170.241379310344827
532.727272727272730.272727272727273
632.758620689655170.241379310344827
733.55-0.55
821.814814814814810.185185185185185
932.758620689655170.241379310344827
1033.175-0.175
1132.758620689655170.241379310344827
1232.758620689655170.241379310344827
1333.175-0.175
1421.814814814814810.185185185185185
1532.727272727272730.272727272727273
1632.758620689655170.241379310344827
1722.72727272727273-0.727272727272727
1833.175-0.175
1921.814814814814810.185185185185185
2011.81481481481481-0.814814814814815
2122.75862068965517-0.758620689655173
2233.55-0.55
2332.727272727272730.272727272727273
2432.758620689655170.241379310344827
2532.758620689655170.241379310344827
2633.175-0.175
2722.75862068965517-0.758620689655173
2832.758620689655170.241379310344827
2933.175-0.175
3043.1750.825
3133.175-0.175
3232.758620689655170.241379310344827
3333.55-0.55
3432.758620689655170.241379310344827
3521.814814814814810.185185185185185
3633.175-0.175
3732.758620689655170.241379310344827
3832.727272727272730.272727272727273
3933.175-0.175
4043.550.45
4133.175-0.175
4233.175-0.175
4311.81481481481481-0.814814814814815
4421.814814814814810.185185185185185
4532.758620689655170.241379310344827
4643.550.45
4743.1750.825
4821.814814814814810.185185185185185
4912.75862068965517-1.75862068965517
5032.758620689655170.241379310344827
5132.727272727272730.272727272727273
5212.72727272727273-1.72727272727273
5332.758620689655170.241379310344827
5421.814814814814810.185185185185185
5533.175-0.175
5632.758620689655170.241379310344827
5722.75862068965517-0.758620689655173
5843.1750.825
5911.81481481481481-0.814814814814815
6033.55-0.55
6121.814814814814810.185185185185185
6243.1750.825
6333.55-0.55
6443.550.45
6531.814814814814811.18518518518519
6633.175-0.175
6732.727272727272730.272727272727273
6833.175-0.175
6933.175-0.175
7011.81481481481481-0.814814814814815
7133.175-0.175
7233.175-0.175
7332.758620689655170.241379310344827
7422.75862068965517-0.758620689655173
7532.758620689655170.241379310344827
7632.758620689655170.241379310344827
7732.758620689655170.241379310344827
7822.75862068965517-0.758620689655173
7933.175-0.175
8021.814814814814810.185185185185185
8122.75862068965517-0.758620689655173
8233.175-0.175
8332.758620689655170.241379310344827
8422.75862068965517-0.758620689655173
8523.175-1.175
8632.758620689655170.241379310344827
8721.814814814814810.185185185185185
8832.758620689655170.241379310344827
8943.550.45
9022.75862068965517-0.758620689655173
9133.175-0.175
9222.75862068965517-0.758620689655173
9343.550.45
9433.175-0.175
9532.758620689655170.241379310344827
9631.814814814814811.18518518518519
9732.727272727272730.272727272727273
9821.814814814814810.185185185185185
9932.727272727272730.272727272727273
10042.758620689655171.24137931034483
10143.550.45
10243.550.45
10332.758620689655170.241379310344827
10432.758620689655170.241379310344827
10511.81481481481481-0.814814814814815
10642.758620689655171.24137931034483
10712.75862068965517-1.75862068965517
10833.55-0.55
10921.814814814814810.185185185185185
11021.814814814814810.185185185185185
11132.758620689655170.241379310344827
11232.758620689655170.241379310344827
11322.75862068965517-0.758620689655173
11433.175-0.175
11533.55-0.55
11643.1750.825
11743.1750.825
11832.727272727272730.272727272727273
11932.758620689655170.241379310344827
12033.175-0.175
12132.758620689655170.241379310344827
12233.175-0.175
12311.81481481481481-0.814814814814815
12423.55-1.55
12543.1750.825
12632.758620689655170.241379310344827
12743.550.45
12832.758620689655170.241379310344827
12922.75862068965517-0.758620689655173
13011.81481481481481-0.814814814814815
13143.550.45
13233.175-0.175
13331.814814814814811.18518518518519
13432.758620689655170.241379310344827
13543.1750.825
13632.758620689655170.241379310344827
13733.175-0.175
13811.81481481481481-0.814814814814815
13943.1750.825
14022.75862068965517-0.758620689655173
14123.175-1.175
14232.758620689655170.241379310344827
14333.175-0.175
14421.814814814814810.185185185185185
14532.758620689655170.241379310344827
14632.758620689655170.241379310344827
14721.814814814814810.185185185185185
14822.75862068965517-0.758620689655173
14933.175-0.175
15043.550.45
15142.758620689655171.24137931034483
15243.550.45
15321.814814814814810.185185185185185
15433.175-0.175
15533.175-0.175
15632.758620689655170.241379310344827
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Dec/14/t129232544824fdagf8xustmgk/2g5hb1292325513.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/14/t129232544824fdagf8xustmgk/2g5hb1292325513.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/14/t129232544824fdagf8xustmgk/3g5hb1292325513.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/14/t129232544824fdagf8xustmgk/3g5hb1292325513.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/14/t129232544824fdagf8xustmgk/4qfzw1292325513.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/14/t129232544824fdagf8xustmgk/4qfzw1292325513.ps (open in new window)


 
Parameters (Session):
par1 = 1 ; par2 = none ; par3 = 3 ; par4 = no ;
 
Parameters (R input):
par1 = 1 ; 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.

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