Home » date » 2010 » May » 26 »

B382,regression tree,steven,coomans,thesis,per2maand

*Unverified author*
R Software Module: /rwasp_regression_trees.wasp (opens new window with default values)
Title produced by software: Recursive Partitioning (Regression Trees)
Date of computation: Wed, 26 May 2010 11:20:15 +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/May/26/t1274872866fix8oufa1lxbjf8.htm/, Retrieved Wed, 26 May 2010 13:21:06 +0200
 
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/May/26/t1274872866fix8oufa1lxbjf8.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:
B382,regression tree,steven,coomans,thesis,per2maand
 
Dataseries X:
» Textbox « » Textfile « » CSV «
285 NA 263.074978758798 284.715000203273 254,775 215.375 285 251.150995958404 273.669961695715 224,125 313.725 278.0375 240.148887802906 251.121344746975 288,75 256.7625 281.60625 230.023039795889 274.792708736568 257,75 273.79 279.121875 220.685960664563 268.316598141974 274,15 173.0125 278.5886875 212.085468785266 269.853519048767 229,75 174.875 268.03106875 204.143913113455 235.891289968433 214,05 258.2625 258.715461875 196.82024483039 214.685176171976 92,75 222.65 258.6701656875 190.082767981171 229.822804324978 206 231.7375 255.06814911875 183.871806487569 227.333358752735 260,15 150.778 252.735084206875 178.151865687297 228.857278044667 239,15 144.1375 242.539375786188 172.868740338206 201.763796135814 178,4 136.15 232.699188207569 167.995011999447 181.769285845826 222,875 152.875 223.044269386812 163.498250062763 165.941563187890 160,75 238.375 216.027342448131 159.353396166068 161.40829991438 160 147.8 218.262108203318 155.548258305226 188.11152745539 130,025 35.425 211.215897382986 15 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 time3 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24
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.


Model Performance
#Complexitysplitrelative errorCV errorCV S.D.
10.507011.1140.277
20.0110.4930.6850.169
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/May/26/t1274872866fix8oufa1lxbjf8/1ip611274872811.png (open in new window)
http://www.freestatistics.org/blog/date/2010/May/26/t1274872866fix8oufa1lxbjf8/1ip611274872811.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/May/26/t1274872866fix8oufa1lxbjf8/2ip611274872811.png (open in new window)
http://www.freestatistics.org/blog/date/2010/May/26/t1274872866fix8oufa1lxbjf8/2ip611274872811.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/May/26/t1274872866fix8oufa1lxbjf8/3sy5l1274872811.png (open in new window)
http://www.freestatistics.org/blog/date/2010/May/26/t1274872866fix8oufa1lxbjf8/3sy5l1274872811.ps (open in new window)


 
Parameters (Session):
par1 = 1 ; par2 = No ;
 
Parameters (R input):
par1 = 1 ; par2 = No ;
 
R code (references can be found in the software module):
library(rpart)
library(partykit)
par1 <- as.numeric(par1)
autoprune <- function ( tree, method='Minimum CV'){
xerr <- tree$cptable[,'xerror']
cpmin.id <- which.min(xerr)
if (method == 'Minimum CV Error plus 1 SD'){
xstd <- tree$cptable[,'xstd']
errt <- xerr[cpmin.id] + xstd[cpmin.id]
cpSE1.min <- which.min( errt < xerr )
mycp <- (tree$cptable[,'CP'])[cpSE1.min]
}
if (method == 'Minimum CV') {
mycp <- (tree$cptable[,'CP'])[cpmin.id]
}
return (mycp)
}
conf.multi.mat <- function(true, new)
{
if ( all( is.na(match( levels(true),levels(new) ) )) )
stop ( 'conflict of vector levels')
multi.t <- list()
for (mylev in levels(true) ) {
true.tmp <- true
new.tmp <- new
left.lev <- levels (true.tmp)[- match(mylev,levels(true) ) ]
levels(true.tmp) <- list ( mylev = mylev, all = left.lev )
levels(new.tmp) <- list ( mylev = mylev, all = left.lev )
curr.t <- conf.mat ( true.tmp , new.tmp )
multi.t[[mylev]] <- curr.t
multi.t[[mylev]]$precision <-
round( curr.t$conf[1,1] / sum( curr.t$conf[1,] ), 2 )
}
return (multi.t)
}
x <- t(y)
k <- length(x[1,])
n <- length(x[,1])
x1 <- cbind(x[,par1], x[,1:k!=par1])
mycolnames <- c(colnames(x)[par1], colnames(x)[1:k!=par1])
colnames(x1) <- mycolnames #colnames(x)[par1]
m <- rpart(as.data.frame(x1))
par2
if (par2 != 'No') {
mincp <- autoprune(m,method=par2)
print(mincp)
m <- prune(m,cp=mincp)
}
m$cptable
bitmap(file='test1.png')
plot(as.party(m),tp_args=list(id=FALSE))
dev.off()
bitmap(file='test2.png')
plotcp(m)
dev.off()
cbind(y=m$y,pred=predict(m),res=residuals(m))
myr <- residuals(m)
myp <- predict(m)
bitmap(file='test4.png')
op <- par(mfrow=c(2,2))
plot(myr,ylab='residuals')
plot(density(myr),main='Residual Kernel Density')
plot(myp,myr,xlab='predicted',ylab='residuals',main='Predicted vs Residuals')
plot(density(myp),main='Prediction Kernel Density')
par(op)
dev.off()
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Model Performance',6,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'#',header=TRUE)
a<-table.element(a,'Complexity',header=TRUE)
a<-table.element(a,'split',header=TRUE)
a<-table.element(a,'relative error',header=TRUE)
a<-table.element(a,'CV error',header=TRUE)
a<-table.element(a,'CV S.D.',header=TRUE)
a<-table.row.end(a)
for (i in 1:length(m$cptable[,1])) {
a<-table.row.start(a)
a<-table.element(a,i,header=TRUE)
a<-table.element(a,round(m$cptable[i,'CP'],3))
a<-table.element(a,m$cptable[i,'nsplit'])
a<-table.element(a,round(m$cptable[i,'rel error'],3))
a<-table.element(a,round(m$cptable[i,'xerror'],3))
a<-table.element(a,round(m$cptable[i,'xstd'],3))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')
 





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