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paper - regression tree without categories

*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: Wed, 22 Dec 2010 18:12:26 +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/22/t1293041663kyazqoi7n68fg15.htm/, Retrieved Wed, 22 Dec 2010 19:14:23 +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/22/t1293041663kyazqoi7n68fg15.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 «
30.00 1 1 2 0 0 5.00 1 1 1 1 2 5.00 0 1 2 1 2 30.00 0 1 1 1 2 25.00 0 1 2 1 2 50.00 1 1 1 0 0 65.00 1 1 2 1 0 40.00 0 1 1 0 0 55.00 1 1 2 2 0 75.00 0 1 1 0 0 50.00 0 1 1 1 0 20.00 1 1 2 1 0 25.00 1 1 2 0 0 30.00 1 1 2 0 0 80.00 1 1 1 0 0 NA 0 1 1 0 0 25.00 0 1 1 0 1 50.00 1 1 2 0 1 35.00 1 1 2 0 0 40.00 0 1 1 0 0 40.00 1 1 1 1 1 50.00 1 1 2 1 1 30.00 1 1 1 0 0 45.00 1 1 2 0 0 30.00 1 1 2 0 0 25.00 0 1 1 0 0 25.00 1 1 1 1 0 20.00 1 1 2 1 0 35.00 1 1 2 0 0 30.00 1 1 1 0 0 45.00 0 1 1 0 0 40.00 1 1 1 0 0 30.00 1 1 2 0 0 60.00 1 1 2 0 0 45.00 0 1 1 0 0 45.00 1 1 2 0 0 25.00 1 1 2 0 1 NA 1 1 1 0 0 45.00 0 1 1 0 0 50.00 0 1 1 0 0 NA 0 1 1 0 0 45.00 1 1 2 0 0 60.00 1 1 2 2 0 60.00 1 1 2 0 0 45.00 1 1 2 0 0 45.00 0 1 1 0 0 NA 0 1 1 0 0 45.00 1 1 1 0 0 55.00 1 1 2 0 0 40.00 1 1 1 0 1 60.00 1 1 2 0 1 35.00 0 1 1 0 0 30.00 0 1 1 0 0 20.00 0 1 1 0 0 15.00 1 1 1 1 2 15.00 1 1 2 1 2 40.00 1 1 1 1 2 40.00 1 1 2 1 2 50.00 0 1 1 0 0 NA 1 1 2 0 0 40.00 0 1 1 1 0 80.0 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 time68 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24
R Framework
error message
The field 'Names of X columns' contains a hard return which cannot be interpreted.
Please, resubmit your request without hard returns in the 'Names of X columns'.


Goodness of Fit
Correlation0.6469
R-squared0.4184
RMSE0.3705


Actuals, Predictions, and Residuals
#ActualsForecastsResiduals
110.9320.068
210.3741935483870970.625806451612903
300.932-0.932
400.374193548387097-0.374193548387097
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800.374193548387097-0.374193548387097
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1100.374193548387097-0.374193548387097
1210.9320.068
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1600.374193548387097-0.374193548387097
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1810.9320.068
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2000.374193548387097-0.374193548387097
2110.3741935483870970.625806451612903
2210.9320.068
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129000.126009693053312-0.126009693053312
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129500.126009693053312-0.126009693053312
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129800.777777777777778-0.777777777777778
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130000.126009693053312-0.126009693053312
130110.5282051282051280.471794871794872
130200.126009693053312-0.126009693053312
130300.126009693053312-0.126009693053312
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130500.528205128205128-0.528205128205128
130600.528205128205128-0.528205128205128
130700.126009693053312-0.126009693053312
130800.126009693053312-0.126009693053312
130900.126009693053312-0.126009693053312
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Dec/22/t1293041663kyazqoi7n68fg15/2agev1293041474.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/22/t1293041663kyazqoi7n68fg15/2agev1293041474.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/22/t1293041663kyazqoi7n68fg15/3k7vz1293041474.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/22/t1293041663kyazqoi7n68fg15/3k7vz1293041474.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/22/t1293041663kyazqoi7n68fg15/4vgcj1293041474.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/22/t1293041663kyazqoi7n68fg15/4vgcj1293041474.ps (open in new window)


 
Parameters (Session):
par1 = 2 ; par2 = none ; par3 = 3 ; par4 = no ;
 
Parameters (R input):
par1 = 2 ; 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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Software written by Ed van Stee & Patrick Wessa


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