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recursive partitioning

*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: Fri, 24 Dec 2010 11:07:38 +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/24/t1293188725f8yobs3p820i6tr.htm/, Retrieved Fri, 24 Dec 2010 12:05:26 +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/24/t1293188725f8yobs3p820i6tr.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 «
4 1 27 5 26 49 35 4 1 36 4 25 45 34 5 1 25 4 17 54 13 2 1 27 3 37 36 35 3 2 25 3 35 36 28 5 2 44 3 15 53 32 4 1 50 4 27 46 35 4 1 41 4 36 42 36 4 1 48 5 25 41 27 4 2 43 4 30 45 29 5 2 47 2 27 47 27 4 2 41 3 33 42 28 3 1 44 2 29 45 29 4 2 47 5 30 40 28 3 2 40 3 25 45 30 3 2 46 3 23 40 25 4 1 28 3 26 42 15 3 1 56 3 24 45 33 4 2 49 4 35 47 31 2 2 25 4 39 31 37 4 2 41 4 23 46 37 3 2 26 3 32 34 34 4 1 50 5 29 43 32 4 1 47 4 26 45 21 3 1 52 2 21 42 25 3 2 37 5 35 51 32 2 2 41 3 23 44 28 4 1 45 4 21 47 22 5 2 26 4 28 47 25 4 1 3 30 41 26 2 1 52 4 21 44 34 5 1 46 2 29 51 34 4 1 58 3 28 46 36 3 1 54 5 19 47 36 4 1 29 3 26 46 26 2 2 50 3 33 38 26 3 1 43 2 34 50 34 3 2 30 3 33 48 33 3 2 47 2 40 36 31 5 1 45 3 24 51 33 2 48 1 35 35 22 4 2 48 3 35 49 29 4 2 26 4 32 38 24 4 1 46 5 20 47 37 2 2 3 35 36 32 4 2 50 3 35 47 23 3 1 25 4 21 46 29 4 1 47 2 33 43 35 1 2 47 2 40 53 20 2 1 41 3 22 55 28 2 2 45 2 35 39 26 4 2 41 4 20 55 36 3 2 45 5 28 41 26 4 2 40 3 46 33 33 3 1 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'RServer@AstonUniversity' @ vre.aston.ac.uk
R Framework
error message
Warning: there are blank lines in the 'Data X' field.
Please, use NA for missing data - blank lines are simply
 deleted and are NOT treated as missing values.


Goodness of Fit
Correlation0.9374
R-squared0.8787
RMSE4.2336


Actuals, Predictions, and Residuals
#ActualsForecastsResiduals
143.630136986301370.36986301369863
243.630136986301370.36986301369863
353.630136986301371.36986301369863
423.63013698630137-1.63013698630137
533.63013698630137-0.63013698630137
653.630136986301371.36986301369863
743.630136986301370.36986301369863
843.630136986301370.36986301369863
943.630136986301370.36986301369863
1043.630136986301370.36986301369863
1153.630136986301371.36986301369863
1243.630136986301370.36986301369863
1333.63013698630137-0.63013698630137
1443.630136986301370.36986301369863
1533.63013698630137-0.63013698630137
1633.63013698630137-0.63013698630137
1743.630136986301370.36986301369863
1833.63013698630137-0.63013698630137
1943.630136986301370.36986301369863
2023.63013698630137-1.63013698630137
2143.630136986301370.36986301369863
2233.63013698630137-0.63013698630137
2343.630136986301370.36986301369863
2443.630136986301370.36986301369863
2533.63013698630137-0.63013698630137
2633.63013698630137-0.63013698630137
2723.63013698630137-1.63013698630137
2843.630136986301370.36986301369863
2953.630136986301371.36986301369863
3041.545454545454552.45454545454545
3111.54545454545455-0.545454545454545
3211.54545454545455-0.545454545454545
3311.54545454545455-0.545454545454545
3411.54545454545455-0.545454545454545
3511.54545454545455-0.545454545454545
3621.545454545454550.454545454545455
3711.54545454545455-0.545454545454545
3821.545454545454550.454545454545455
3921.545454545454550.454545454545455
4011.54545454545455-0.545454545454545
414840.14285714285717.85714285714285
424840.14285714285717.85714285714285
432640.1428571428571-14.1428571428571
444640.14285714285715.85714285714285
4533.63013698630137-0.63013698630137
4633.63013698630137-0.63013698630137
4743.630136986301370.36986301369863
4823.63013698630137-1.63013698630137
4923.63013698630137-1.63013698630137
5033.63013698630137-0.63013698630137
5123.63013698630137-1.63013698630137
5243.630136986301370.36986301369863
5353.630136986301371.36986301369863
5433.63013698630137-0.63013698630137
5543.630136986301370.36986301369863
5653.630136986301371.36986301369863
5753.630136986301371.36986301369863
5833.63013698630137-0.63013698630137
5943.630136986301370.36986301369863
6033.63013698630137-0.63013698630137
6133.63013698630137-0.63013698630137
6223.63013698630137-1.63013698630137
6333.63013698630137-0.63013698630137
6443.630136986301370.36986301369863
6543.630136986301370.36986301369863
6643.630136986301370.36986301369863
6743.630136986301370.36986301369863
6833.63013698630137-0.63013698630137
6933.63013698630137-0.63013698630137
7033.63013698630137-0.63013698630137
7123.63013698630137-1.63013698630137
7233.63013698630137-0.63013698630137
7333.63013698630137-0.63013698630137
7433.63013698630137-0.63013698630137
7533.63013698630137-0.63013698630137
7653.630136986301371.36986301369863
7733.63013698630137-0.63013698630137
7853.630136986301371.36986301369863
7943.630136986301370.36986301369863
8043.630136986301370.36986301369863
8143.630136986301370.36986301369863
8253.630136986301371.36986301369863
8343.630136986301370.36986301369863
8453.630136986301371.36986301369863
8533.63013698630137-0.63013698630137
8633.63013698630137-0.63013698630137
8723.63013698630137-1.63013698630137
8833.63013698630137-0.63013698630137
8943.630136986301370.36986301369863
9053.630136986301371.36986301369863
9153.630136986301371.36986301369863
9233.63013698630137-0.63013698630137
9323.63013698630137-1.63013698630137
9433.63013698630137-0.63013698630137
9543.630136986301370.36986301369863
9613.63013698630137-2.63013698630137
9743.630136986301370.36986301369863
9833.63013698630137-0.63013698630137
9933.63013698630137-0.63013698630137
10043.630136986301370.36986301369863
10133.63013698630137-0.63013698630137
10243.630136986301370.36986301369863
10323.63013698630137-1.63013698630137
10433.63013698630137-0.63013698630137
10533.63013698630137-0.63013698630137
10633.63013698630137-0.63013698630137
10723.63013698630137-1.63013698630137
10853.630136986301371.36986301369863
10953.630136986301371.36986301369863
11043.630136986301370.36986301369863
11123.63013698630137-1.63013698630137
11233.63013698630137-0.63013698630137
11333.63013698630137-0.63013698630137
11433.63013698630137-0.63013698630137
11543.630136986301370.36986301369863
11653.630136986301371.36986301369863
11743.630136986301370.36986301369863
1182229.5-7.5
1191629.5-13.5
1203629.56.5
1213540.1428571428571-5.14285714285715
1222529.5-4.5
1232740.1428571428571-13.1428571428571
1243229.52.5
1253629.56.5
1265140.142857142857110.8571428571429
1273029.50.5
1282029.5-9.5
1292929.5-0.5
1302629.5-3.5
1312029.5-9.5
1324029.510.5
1332929.5-0.5
1343229.52.5
1353329.53.5
1363229.52.5
1373429.54.5
1382429.5-5.5
1392529.5-4.5
1404129.511.5
1413929.59.5
1422129.5-8.5
1433829.58.5
1442829.5-1.5
145373.6301369863013733.3698630136986
1464631.714285714285714.2857142857143
1473931.71428571428577.28571428571428
1482131.7142857142857-10.7142857142857
1493131.7142857142857-0.714285714285715
1502531.7142857142857-6.71428571428572
1512931.7142857142857-2.71428571428572
1523131.7142857142857-0.714285714285715
15333.63013698630137-0.63013698630137
15443.630136986301370.36986301369863
15513.63013698630137-2.63013698630137
15613.63013698630137-2.63013698630137
15753.630136986301371.36986301369863
15843.630136986301370.36986301369863
15933.63013698630137-0.63013698630137
16033.63013698630137-0.63013698630137
16143.630136986301370.36986301369863
16233.63013698630137-0.63013698630137
16323.63013698630137-1.63013698630137
16413.63013698630137-2.63013698630137
16513.63013698630137-2.63013698630137
16653.630136986301371.36986301369863
16743.630136986301370.36986301369863
16833.63013698630137-0.63013698630137
16943.630136986301370.36986301369863
17053.630136986301371.36986301369863
17143.630136986301370.36986301369863
17243.630136986301370.36986301369863
17323.63013698630137-1.63013698630137
17433.63013698630137-0.63013698630137
17543.630136986301370.36986301369863
17633.63013698630137-0.63013698630137
17743.630136986301370.36986301369863
17833.63013698630137-0.63013698630137
17943.630136986301370.36986301369863
18013.63013698630137-2.63013698630137
18123.63013698630137-1.63013698630137
18233.63013698630137-0.63013698630137
18333.63013698630137-0.63013698630137
18453.630136986301371.36986301369863
18543.630136986301370.36986301369863
18633.63013698630137-0.63013698630137
18733.63013698630137-0.63013698630137
18833.63013698630137-0.63013698630137
18933.63013698630137-0.63013698630137
19043.630136986301370.36986301369863
19133.63013698630137-0.63013698630137
19223.63013698630137-1.63013698630137
19343.630136986301370.36986301369863
19423.63013698630137-1.63013698630137
19543.630136986301370.36986301369863
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Dec/24/t1293188725f8yobs3p820i6tr/2b6z71293188850.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/24/t1293188725f8yobs3p820i6tr/2b6z71293188850.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/24/t1293188725f8yobs3p820i6tr/3b6z71293188850.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/24/t1293188725f8yobs3p820i6tr/3b6z71293188850.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/24/t1293188725f8yobs3p820i6tr/4lgga1293188850.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/24/t1293188725f8yobs3p820i6tr/4lgga1293188850.ps (open in new window)


 
Parameters (Session):
par1 = 1 ; par2 = Do not include Seasonal Dummies ; par3 = No Linear Trend ;
 
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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