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FM22,regression trees,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 11:40:38 +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/May/26/t12748740771ybxyrghj8ip37w.htm/, Retrieved Wed, 26 May 2010 13:41:20 +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/t12748740771ybxyrghj8ip37w.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:

FM22,regression trees,steven,coomans,thesis,per2maand

Dataseries X:

» Textbox « » Textfile « » CSV «

724 NA 726.178301126702 723.250932184245 763,275 762.275 724 724.988015993228 708.951659916233 836,3 721.125 727.8275 745.362675029711 709.122505687033 825,15 653.275 727.15725 732.118526227605 688.027750893318 764,65 663.7125 719.769025 689.036201204222 650.13316612633 820,15 735.5125 714.1633725 675.198617089505 630.378745649382 781 628.1375 716.29828525 708.15582272578 643.244311473 746,9 792.55 707.482206725 664.431555782846 612.847273246156 441,5 636.5 715.9889860525 734.439084864176 652.317786039178 1532,25 800.825 708.04008744725 680.922408372177 621.589491648231 684,75 728.05 717.318578702525 746.440564025738 660.842815301877 849,55 618.2625 718.391720832272 736.39144148354 659.888667071522 774,05 450.625 708.378798749045 671.84245826112 619.88373918091 595,525 767.525 682.60341887414 550.963003806743 534.087282375116 789 675.65 691.095576986727 669.298582567855 592.774139057074 778,45 583.25 689.551019288054 672.769176074555 597.440724777523 700,5 690.7875 678.920917359249 623.8533750 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 Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	'Gwilym Jenkins' @ 72.249.127.135
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
#	Complexity	split	relative error	CV error	CV S.D.
1	0.696	0	1	1.092	0.191
2	0.01	1	0.304	0.938	0.351

Charts produced by software:

http://www.freestatistics.org/blog/date/2010/May/26/t12748740771ybxyrghj8ip37w/1ksx01274874036.png (open in new window)

http://www.freestatistics.org/blog/date/2010/May/26/t12748740771ybxyrghj8ip37w/1ksx01274874036.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/May/26/t12748740771ybxyrghj8ip37w/2ksx01274874036.png (open in new window)

http://www.freestatistics.org/blog/date/2010/May/26/t12748740771ybxyrghj8ip37w/2ksx01274874036.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/May/26/t12748740771ybxyrghj8ip37w/3vke31274874036.png (open in new window)

http://www.freestatistics.org/blog/date/2010/May/26/t12748740771ybxyrghj8ip37w/3vke31274874036.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')

This work is licensed under a Creative Commons Attribution-Noncommercial-Share Alike 3.0 License.

Software written by Ed van Stee & Patrick Wessa

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