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Recursive Partitioning Expectations (no categorization)

*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: Thu, 16 Dec 2010 22:52:57 +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/16/t1292539945mo0sb67p842lel1.htm/, Retrieved Thu, 16 Dec 2010 23:52:25 +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/16/t1292539945mo0sb67p842lel1.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 «
0 13 26 9 15 25 25 0 16 20 9 15 25 24 0 19 21 9 14 19 21 1 15 31 14 10 18 23 0 14 21 8 10 18 17 0 13 18 8 12 22 19 0 19 26 11 18 29 18 0 15 22 10 12 26 27 0 14 22 9 14 25 23 0 15 29 15 18 23 23 1 16 15 14 9 23 29 0 16 16 11 11 23 21 1 16 24 14 11 24 26 0 17 17 6 17 30 25 1 15 19 20 8 19 25 1 15 22 9 16 24 23 0 20 31 10 21 32 26 1 18 28 8 24 30 20 0 16 38 11 21 29 29 1 16 26 14 14 17 24 0 19 25 11 7 25 23 0 16 25 16 18 26 24 1 17 29 14 18 26 30 0 17 28 11 13 25 22 1 16 15 11 11 23 22 0 15 18 12 13 21 13 1 14 21 9 13 19 24 0 15 25 7 18 35 17 1 12 23 13 14 19 24 0 14 23 10 12 20 21 0 16 19 9 9 21 23 1 14 18 9 12 21 24 1 10 26 16 5 23 24 1 14 18 12 10 19 23 0 16 18 6 11 17 26 1 16 28 14 11 24 24 1 16 17 14 12 15 21 0 14 29 10 12 25 23 1 20 12 4 15 27 28 1 14 25 12 12 29 23 0 14 28 12 16 27 22 0 11 20 14 14 18 24 0 15 17 9 17 25 21 0 16 17 9 13 22 23 1 14 20 10 10 26 23 0 16 31 14 17 23 20 1 14 21 10 12 16 23 1 12 19 9 13 27 21 0 16 23 14 13 25 27 1 9 15 8 11 14 12 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 time6 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24


Goodness of Fit
Correlation0.35
R-squared0.1225
RMSE3.1728


Actuals, Predictions, and Residuals
#ActualsForecastsResiduals
11512.97247706422022.02752293577982
21512.97247706422022.02752293577982
31412.97247706422021.02752293577982
41012.9724770642202-2.97247706422018
51012.9724770642202-2.97247706422018
61212.9724770642202-0.972477064220184
71815.41666666666672.58333333333333
81212.9724770642202-0.972477064220184
91412.97247706422021.02752293577982
101812.97247706422025.02752293577982
11910.6666666666667-1.66666666666667
121110.66666666666670.333333333333334
131112.9724770642202-1.97247706422018
141715.41666666666671.58333333333333
15812.9724770642202-4.97247706422018
161612.97247706422023.02752293577982
172115.41666666666675.58333333333333
182415.41666666666678.58333333333333
192115.41666666666675.58333333333333
201412.97247706422021.02752293577982
21712.9724770642202-5.97247706422018
221812.97247706422025.02752293577982
231812.97247706422025.02752293577982
241312.97247706422020.0275229357798157
251110.66666666666670.333333333333334
261312.97247706422020.0275229357798157
271312.97247706422020.0275229357798157
281815.41666666666672.58333333333333
291412.97247706422021.02752293577982
301212.9724770642202-0.972477064220184
31912.9724770642202-3.97247706422018
321212.9724770642202-0.972477064220184
33512.9724770642202-7.97247706422018
341012.9724770642202-2.97247706422018
351112.9724770642202-1.97247706422018
361112.9724770642202-1.97247706422018
371212.9724770642202-0.972477064220184
381212.9724770642202-0.972477064220184
391510.66666666666674.33333333333333
401215.4166666666667-3.41666666666667
411612.97247706422023.02752293577982
421412.97247706422021.02752293577982
431712.97247706422024.02752293577982
441312.97247706422020.0275229357798157
451012.9724770642202-2.97247706422018
461712.97247706422024.02752293577982
471212.9724770642202-0.972477064220184
481312.97247706422020.0275229357798157
491312.97247706422020.0275229357798157
501110.66666666666670.333333333333334
511312.97247706422020.0275229357798157
521212.9724770642202-0.972477064220184
531210.66666666666671.33333333333333
541212.9724770642202-0.972477064220184
55912.9724770642202-3.97247706422018
56712.9724770642202-5.97247706422018
571712.97247706422024.02752293577982
581210.66666666666671.33333333333333
591215.4166666666667-3.41666666666667
60912.9724770642202-3.97247706422018
61915.4166666666667-6.41666666666667
621312.97247706422020.0275229357798157
631012.9724770642202-2.97247706422018
641112.9724770642202-1.97247706422018
651212.9724770642202-0.972477064220184
661010.6666666666667-0.666666666666666
671310.66666666666672.33333333333333
68610.6666666666667-4.66666666666667
69710.6666666666667-3.66666666666667
701312.97247706422020.0275229357798157
711112.9724770642202-1.97247706422018
721812.97247706422025.02752293577982
73912.9724770642202-3.97247706422018
74912.9724770642202-3.97247706422018
751110.66666666666670.333333333333334
761112.9724770642202-1.97247706422018
771512.97247706422022.02752293577982
78812.9724770642202-4.97247706422018
791112.9724770642202-1.97247706422018
801412.97247706422021.02752293577982
811412.97247706422021.02752293577982
821212.9724770642202-0.972477064220184
831210.66666666666671.33333333333333
84810.6666666666667-2.66666666666667
851112.9724770642202-1.97247706422018
861012.9724770642202-2.97247706422018
871712.97247706422024.02752293577982
881612.97247706422023.02752293577982
891312.97247706422020.0275229357798157
901510.66666666666674.33333333333333
911112.9724770642202-1.97247706422018
921210.66666666666671.33333333333333
931612.97247706422023.02752293577982
942012.97247706422027.02752293577982
951612.97247706422023.02752293577982
961112.9724770642202-1.97247706422018
971512.97247706422022.02752293577982
981512.97247706422022.02752293577982
991212.9724770642202-0.972477064220184
100915.4166666666667-6.41666666666667
1012412.972477064220211.0275229357798
1021512.97247706422022.02752293577982
1031812.97247706422025.02752293577982
1041712.97247706422024.02752293577982
1051210.66666666666671.33333333333333
1061512.97247706422022.02752293577982
1071112.9724770642202-1.97247706422018
1081112.9724770642202-1.97247706422018
1091512.97247706422022.02752293577982
1101212.9724770642202-0.972477064220184
1111412.97247706422021.02752293577982
1121112.9724770642202-1.97247706422018
1132012.97247706422027.02752293577982
1141112.9724770642202-1.97247706422018
1151212.9724770642202-0.972477064220184
1161712.97247706422024.02752293577982
1171212.9724770642202-0.972477064220184
1181110.66666666666670.333333333333334
1191010.6666666666667-0.666666666666666
1201112.9724770642202-1.97247706422018
1211210.66666666666671.33333333333333
122910.6666666666667-1.66666666666667
123812.9724770642202-4.97247706422018
124610.6666666666667-4.66666666666667
1251212.9724770642202-0.972477064220184
1261512.97247706422022.02752293577982
1271312.97247706422020.0275229357798157
1281712.97247706422024.02752293577982
1291412.97247706422021.02752293577982
1301612.97247706422023.02752293577982
1311612.97247706422023.02752293577982
1321112.9724770642202-1.97247706422018
1331112.9724770642202-1.97247706422018
1341612.97247706422023.02752293577982
1351515.4166666666667-0.416666666666666
1361412.97247706422021.02752293577982
137915.4166666666667-6.41666666666667
1381312.97247706422020.0275229357798157
1391110.66666666666670.333333333333334
1401412.97247706422021.02752293577982
1411112.9724770642202-1.97247706422018
1421212.9724770642202-0.972477064220184
143810.6666666666667-2.66666666666667
144712.9724770642202-5.97247706422018
1451112.9724770642202-1.97247706422018
1461310.66666666666672.33333333333333
147910.6666666666667-1.66666666666667
1481210.66666666666671.33333333333333
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Dec/16/t1292539945mo0sb67p842lel1/2zid71292539969.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/16/t1292539945mo0sb67p842lel1/2zid71292539969.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/16/t1292539945mo0sb67p842lel1/3zid71292539969.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/16/t1292539945mo0sb67p842lel1/3zid71292539969.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/16/t1292539945mo0sb67p842lel1/4a9ca1292539969.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/16/t1292539945mo0sb67p842lel1/4a9ca1292539969.ps (open in new window)


 
Parameters (Session):
par1 = 5 ; par2 = none ; par3 = 2 ; par4 = no ;
 
Parameters (R input):
par1 = 5 ; par2 = none ; par3 = 2 ; 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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