Home » date » 2010 » Dec » 24 »

Workshop 7 recursive part. 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: Fri, 24 Dec 2010 13:00:30 +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/t1293195506sq478rn9vfh5cu9.htm/, Retrieved Fri, 24 Dec 2010 13:58:30 +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/t1293195506sq478rn9vfh5cu9.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 13 14 13 3 2 12 12 8 13 5 1 15 10 12 16 6 0 12 9 7 12 6 3 10 10 10 11 5 3 12 12 7 12 3 1 15 13 16 18 8 3 9 12 11 11 4 1 12 12 14 14 4 4 11 6 6 9 4 0 11 5 16 14 6 3 11 12 11 12 6 2 15 11 16 11 5 4 7 14 12 12 4 3 11 14 7 13 6 1 11 12 13 11 4 1 10 12 11 12 6 2 14 11 15 16 6 3 10 11 7 9 4 1 6 7 9 11 4 1 11 9 7 13 2 2 15 11 14 15 7 3 11 11 15 10 5 4 12 12 7 11 4 2 14 12 15 13 6 1 15 11 17 16 6 2 9 11 15 15 7 2 13 8 14 14 5 4 13 9 14 14 6 2 16 12 8 14 4 3 13 10 8 8 4 3 12 10 14 13 7 3 14 12 14 15 7 4 11 8 8 13 4 2 9 12 11 11 4 2 16 11 16 15 6 4 12 12 10 15 6 3 10 7 8 9 5 4 13 11 14 13 6 2 16 11 16 16 7 5 14 12 13 13 6 3 15 9 5 11 3 1 5 15 8 12 3 1 8 11 10 12 4 1 11 11 8 12 6 2 16 11 13 14 7 3 17 11 15 14 5 9 9 15 6 8 4 0 9 11 12 13 5 0 13 12 16 16 6 2 10 12 5 13 6 2 6 9 15 11 6 3 12 12 12 14 5 1 8 12 8 13 4 2 14 13 13 13 5 0 12 11 14 13 5 5 11 9 12 12 4 2 16 9 16 16 6 4 8 11 10 15 2 3 15 11 15 15 8 0 7 12 8 12 3 0 16 12 16 14 6 4 14 9 19 12 6 1 16 11 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 time11 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Goodness of Fit
Correlation0.6745
R-squared0.4549
RMSE2.1611


Actuals, Predictions, and Residuals
#ActualsForecastsResiduals
11311.26315789473681.73684210526316
21211.14814814814810.851851851851851
31514.320.68
41211.14814814814810.851851851851851
51011.1481481481481-1.14814814814815
6128.935483870967743.06451612903226
71514.320.68
898.935483870967740.064516129032258
91211.26315789473680.736842105263158
10118.935483870967742.06451612903226
111114.32-3.32
121111.1481481481481-0.148148148148149
131512.79310344827592.20689655172414
1478.93548387096774-1.93548387096774
151111.1481481481481-0.148148148148149
16118.935483870967742.06451612903226
171011.1481481481481-1.14814814814815
181414.32-0.32
19108.935483870967741.06451612903226
2068.93548387096774-2.93548387096774
211111.2631578947368-0.263157894736842
221514.320.68
231112.7931034482759-1.79310344827586
24128.935483870967743.06451612903226
251412.79310344827591.20689655172414
261514.320.68
27914.32-5.32
281314.32-1.32
291314.32-1.32
301611.26315789473684.73684210526316
31138.935483870967744.06451612903226
321212.7931034482759-0.793103448275861
331414.32-0.32
341111.2631578947368-0.263157894736842
3598.935483870967740.064516129032258
361614.321.68
371211.14814814814810.851851851851851
381011.1481481481481-1.14814814814815
391312.79310344827590.206896551724139
401614.321.68
411412.79310344827591.20689655172414
42158.935483870967746.06451612903226
4358.93548387096774-3.93548387096774
4488.93548387096774-0.935483870967742
451111.1481481481481-0.148148148148149
461614.321.68
471714.322.68
4898.935483870967740.064516129032258
49912.7931034482759-3.79310344827586
501314.32-1.32
511011.1481481481481-1.14814814814815
52612.7931034482759-6.79310344827586
531214.32-2.32
54811.2631578947368-3.26315789473684
551412.79310344827591.20689655172414
561212.7931034482759-0.793103448275861
57118.935483870967742.06451612903226
581614.321.68
59811.2631578947368-3.26315789473684
601514.320.68
6178.93548387096774-1.93548387096774
621614.321.68
631412.79310344827591.20689655172414
641614.321.68
65911.1481481481481-2.14814814814815
661412.79310344827591.20689655172414
671112.7931034482759-1.79310344827586
681311.14814814814811.85185185185185
691512.79310344827592.20689655172414
7058.93548387096774-3.93548387096774
711512.79310344827592.20689655172414
721312.79310344827590.206896551724139
731111.1481481481481-0.148148148148149
741114.32-3.32
751212.7931034482759-0.793103448275861
761212.7931034482759-0.793103448275861
771212.7931034482759-0.793103448275861
781212.7931034482759-0.793103448275861
791411.26315789473682.73684210526316
8068.93548387096774-2.93548387096774
8178.93548387096774-1.93548387096774
821412.79310344827591.20689655172414
831414.32-0.32
841011.1481481481481-1.14814814814815
85138.935483870967744.06451612903226
861212.7931034482759-0.793103448275861
8798.935483870967740.064516129032258
881211.14814814814810.851851851851851
891614.321.68
90108.935483870967741.06451612903226
911411.14814814814812.85185185185185
921014.32-4.32
931614.321.68
941512.79310344827592.20689655172414
951211.14814814814810.851851851851851
96108.935483870967741.06451612903226
97811.1481481481481-3.14814814814815
9888.93548387096774-0.935483870967742
991114.32-3.32
1001311.14814814814811.85185185185185
1011614.321.68
1021614.321.68
1031414.32-0.32
1041111.2631578947368-0.263157894736842
10548.93548387096774-4.93548387096774
1061411.14814814814812.85185185185185
107911.2631578947368-2.26315789473684
1081414.32-0.32
109811.2631578947368-3.26315789473684
110811.2631578947368-3.26315789473684
1111114.32-3.32
1121212.7931034482759-0.793103448275861
1131111.1481481481481-0.148148148148149
1141414.32-0.32
1151514.320.68
1161614.321.68
1171614.321.68
1181111.1481481481481-0.148148148148149
1191414.32-0.32
120148.935483870967745.06451612903226
1211211.26315789473680.736842105263158
1221412.79310344827591.20689655172414
12388.93548387096774-0.935483870967742
1241314.32-1.32
1251614.321.68
1261211.14814814814810.851851851851851
1271614.321.68
1281212.7931034482759-0.793103448275861
1291111.1481481481481-0.148148148148149
13048.93548387096774-4.93548387096774
1311614.321.68
1321512.79310344827592.20689655172414
1331011.2631578947368-1.26315789473684
1341311.14814814814811.85185185185185
1351514.320.68
1361211.26315789473680.736842105263158
1371414.32-0.32
13878.93548387096774-1.93548387096774
1391914.324.68
1401214.32-2.32
1411211.26315789473680.736842105263158
1421314.32-1.32
1431511.26315789473683.73684210526316
14488.93548387096774-0.935483870967742
1451211.26315789473680.736842105263158
1461011.1481481481481-1.14814814814815
147811.1481481481481-3.14814814814815
1481014.32-4.32
1491514.320.68
1501614.321.68
1511312.79310344827590.206896551724139
1521614.321.68
15398.935483870967740.064516129032258
1541414.32-0.32
1551412.79310344827591.20689655172414
1561211.26315789473680.736842105263158
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Dec/24/t1293195506sq478rn9vfh5cu9/2wupo1293195617.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/24/t1293195506sq478rn9vfh5cu9/2wupo1293195617.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/24/t1293195506sq478rn9vfh5cu9/3wupo1293195617.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/24/t1293195506sq478rn9vfh5cu9/3wupo1293195617.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/24/t1293195506sq478rn9vfh5cu9/473791293195617.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/24/t1293195506sq478rn9vfh5cu9/473791293195617.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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