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*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: Sun, 05 Dec 2010 20:21:33 +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/05/t1291580377a669eavix0owrni.htm/, Retrieved Sun, 05 Dec 2010 21:19:40 +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/05/t1291580377a669eavix0owrni.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 «
1 1 41 38 13 12 14 1 1 39 32 16 11 18 1 1 30 35 19 15 11 1 0 31 33 15 6 12 1 1 34 37 14 13 16 1 1 35 29 13 10 18 1 1 39 31 19 12 14 1 1 34 36 15 14 14 1 1 36 35 14 12 15 1 1 37 38 15 9 15 1 0 38 31 16 10 17 1 1 36 34 16 12 19 1 0 38 35 16 12 10 1 1 39 38 16 11 16 1 1 33 37 17 15 18 1 0 32 33 15 12 14 1 0 36 32 15 10 14 1 1 38 38 20 12 17 1 0 39 38 18 11 14 1 1 32 32 16 12 16 1 0 32 33 16 11 18 1 1 31 31 16 12 11 1 1 39 38 19 13 14 1 1 37 39 16 11 12 1 0 39 32 17 12 17 1 1 41 32 17 13 9 1 0 36 35 16 10 16 1 1 33 37 15 14 14 1 1 33 33 16 12 15 1 0 34 33 14 10 11 1 1 31 31 15 12 16 1 0 27 32 12 8 13 1 1 37 31 14 10 17 1 1 34 37 16 12 15 1 0 34 30 14 12 14 1 0 32 33 10 7 16 1 0 29 31 10 9 9 1 0 36 33 14 12 15 1 1 29 31 16 10 17 1 0 35 33 16 10 13 1 0 37 32 16 10 15 1 1 34 33 14 12 16 1 0 38 32 20 15 16 1 0 35 33 14 10 12 1 1 38 28 14 10 15 1 1 37 35 11 12 11 1 1 38 39 14 13 15 1 1 33 34 15 11 15 1 1 36 38 16 11 17 1 0 38 32 14 12 13 1 1 32 38 16 14 16 1 0 32 30 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 time13 seconds
R Server'Gwilym Jenkins' @ 72.249.127.135


Goodness of Fit
Correlation0.5474
R-squared0.2997
RMSE3.3906


Actuals, Predictions, and Residuals
#ActualsForecastsResiduals
14136.44.6
23934.33673469387764.66326530612245
33034.3367346938776-4.33673469387755
43134.3367346938776-3.33673469387755
53434.3367346938776-0.336734693877553
63531.21052631578953.78947368421053
73934.33673469387764.66326530612245
83434.3367346938776-0.336734693877553
93634.33673469387761.66326530612245
103736.40.600000000000001
113834.33673469387763.66326530612245
123634.33673469387761.66326530612245
133834.33673469387763.66326530612245
143936.42.6
153334.3367346938776-1.33673469387755
163234.3367346938776-2.33673469387755
173634.33673469387761.66326530612245
183836.41.6
193936.42.6
203234.3367346938776-2.33673469387755
213234.3367346938776-2.33673469387755
223134.3367346938776-3.33673469387755
233936.42.6
243736.40.600000000000001
253934.33673469387764.66326530612245
264134.33673469387766.66326530612245
273634.33673469387761.66326530612245
283334.3367346938776-1.33673469387755
293334.3367346938776-1.33673469387755
303434.3367346938776-0.336734693877553
313134.3367346938776-3.33673469387755
322734.3367346938776-7.33673469387755
333734.33673469387762.66326530612245
343434.3367346938776-0.336734693877553
353431.21052631578952.78947368421053
363234.3367346938776-2.33673469387755
372934.3367346938776-5.33673469387755
383634.33673469387761.66326530612245
392934.3367346938776-5.33673469387755
403534.33673469387760.663265306122447
413734.33673469387762.66326530612245
423434.3367346938776-0.336734693877553
433834.33673469387763.66326530612245
443534.33673469387760.663265306122447
453831.21052631578956.78947368421053
463734.33673469387762.66326530612245
473836.41.6
483334.3367346938776-1.33673469387755
493636.4-0.399999999999999
503834.33673469387763.66326530612245
513236.4-4.4
523231.21052631578950.789473684210527
533234.3367346938776-2.33673469387755
543436.4-2.4
553234.3367346938776-2.33673469387755
563734.33673469387762.66326530612245
573934.33673469387764.66326530612245
582934.3367346938776-5.33673469387755
593734.33673469387762.66326530612245
603534.33673469387760.663265306122447
613031.2105263157895-1.21052631578947
623834.33673469387763.66326530612245
633434.3367346938776-0.336734693877553
643134.3367346938776-3.33673469387755
653434.3367346938776-0.336734693877553
663534.33673469387760.663265306122447
673634.33673469387761.66326530612245
683031.2105263157895-1.21052631578947
693936.42.6
703534.33673469387760.663265306122447
713834.33673469387763.66326530612245
723136.4-5.4
733436.4-2.4
743836.41.6
753431.21052631578952.78947368421053
763931.21052631578957.78947368421053
773734.33673469387762.66326530612245
783434.3367346938776-0.336734693877553
792834.3367346938776-6.33673469387755
803731.21052631578955.78947368421053
813334.3367346938776-1.33673469387755
823534.33673469387760.663265306122447
833734.33673469387762.66326530612245
843234.3367346938776-2.33673469387755
853334.3367346938776-1.33673469387755
863836.41.6
873334.3367346938776-1.33673469387755
882934.3367346938776-5.33673469387755
893334.3367346938776-1.33673469387755
903134.3367346938776-3.33673469387755
913634.33673469387761.66326530612245
923536.4-1.400
933231.21052631578950.789473684210527
942931.2105263157895-2.21052631578947
953934.33673469387764.66326530612245
963734.33673469387762.66326530612245
973534.33673469387760.663265306122447
983734.33673469387762.66326530612245
993234.3367346938776-2.33673469387755
1003834.33673469387763.66326530612245
1013734.33673469387762.66326530612245
1023634.33673469387761.66326530612245
1033231.21052631578950.789473684210527
1043336.4-3.4
1054034.33673469387765.66326530612245
1063834.33673469387763.66326530612245
1074136.44.6
1083634.33673469387761.66326530612245
1094336.46.6
1103034.3367346938776-4.33673469387755
1113134.3367346938776-3.33673469387755
1123236.4-4.4
1133734.33673469387762.66326530612245
1143734.33673469387762.66326530612245
1153336.4-3.4
1163436.4-2.4
1173334.3367346938776-1.33673469387755
1183834.33673469387763.66326530612245
1193334.3367346938776-1.33673469387755
1203131.2105263157895-0.210526315789473
1213836.41.6
1223736.40.600000000000001
1233634.33673469387761.66326530612245
1243134.3367346938776-3.33673469387755
1253934.33673469387764.66326530612245
1264436.47.6
1273334.3367346938776-1.33673469387755
1283534.33673469387760.663265306122447
1293234.3367346938776-2.33673469387755
1302834.3367346938776-6.33673469387755
1314034.33673469387765.66326530612245
1322731.2105263157895-4.21052631578947
1333736.40.600000000000001
1343231.21052631578950.789473684210527
1352824.33333333333333.66666666666667
1363434.3367346938776-0.336734693877553
1373034.3367346938776-4.33673469387755
1383534.33673469387760.663265306122447
1393134.3367346938776-3.33673469387755
1403234.3367346938776-2.33673469387755
1413034.3367346938776-4.33673469387755
1423034.3367346938776-4.33673469387755
1433124.33333333333336.66666666666667
1444034.33673469387765.66326530612245
1453231.21052631578950.789473684210527
1463634.33673469387761.66326530612245
1473234.3367346938776-2.33673469387755
1483534.33673469387760.663265306122447
1493836.41.6
1504234.33673469387767.66326530612245
1513436.4-2.4
1523536.4-1.400
1533834.33673469387763.66326530612245
1543334.3367346938776-1.33673469387755
1553234.3367346938776-2.33673469387755
1563334.3367346938776-1.33673469387755
1573434.3367346938776-0.336734693877553
1583236.4-4.4
1592731.2105263157895-4.21052631578947
1603131.2105263157895-0.210526315789473
1613834.33673469387763.66326530612245
1623436.4-2.4
1632431.2105263157895-7.21052631578947
1643034.3367346938776-4.33673469387755
1652624.33333333333331.66666666666667
1663436.4-2.4
1672734.3367346938776-7.33673469387755
1683734.33673469387762.66326530612245
1693634.33673469387761.66326530612245
1704134.33673469387766.66326530612245
1712924.33333333333334.66666666666667
1723631.21052631578954.78947368421053
1733234.3367346938776-2.33673469387755
1743734.33673469387762.66326530612245
1753031.2105263157895-1.21052631578947
1763134.3367346938776-3.33673469387755
1773834.33673469387763.66326530612245
1783634.33673469387761.66326530612245
1793531.21052631578953.78947368421053
1803134.3367346938776-3.33673469387755
1813834.33673469387763.66326530612245
1822231.2105263157895-9.21052631578947
1833234.3367346938776-2.33673469387755
1843634.33673469387761.66326530612245
1853934.33673469387764.66326530612245
1862831.2105263157895-3.21052631578947
1873234.3367346938776-2.33673469387755
1883234.3367346938776-2.33673469387755
1893836.41.6
1903234.3367346938776-2.33673469387755
1913534.33673469387760.663265306122447
1923234.3367346938776-2.33673469387755
1933736.40.600000000000001
1943434.3367346938776-0.336734693877553
1953334.3367346938776-1.33673469387755
1963334.3367346938776-1.33673469387755
1973031.2105263157895-1.21052631578947
1982431.2105263157895-7.21052631578947
1993434.3367346938776-0.336734693877553
2003434.3367346938776-0.336734693877553
2013334.3367346938776-1.33673469387755
2023434.3367346938776-0.336734693877553
2033534.33673469387760.663265306122447
2043534.33673469387760.663265306122447
2053634.33673469387761.66326530612245
2063434.3367346938776-0.336734693877553
2073434.3367346938776-0.336734693877553
2084136.44.6
2093236.4-4.4
2103034.3367346938776-4.33673469387755
2113534.33673469387760.663265306122447
2122824.33333333333333.66666666666667
2133334.3367346938776-1.33673469387755
2143934.33673469387764.66326530612245
2153634.33673469387761.66326530612245
2163636.4-0.399999999999999
2173534.33673469387760.663265306122447
2183834.33673469387763.66326530612245
2193334.3367346938776-1.33673469387755
2203134.3367346938776-3.33673469387755
2213234.3367346938776-2.33673469387755
2223134.3367346938776-3.33673469387755
2233334.3367346938776-1.33673469387755
2243434.3367346938776-0.336734693877553
2253434.3367346938776-0.336734693877553
2263431.21052631578952.78947368421053
2273336.4-3.4
2283234.3367346938776-2.33673469387755
2294134.33673469387766.66326530612245
2303434.3367346938776-0.336734693877553
2313634.33673469387761.66326530612245
2323731.21052631578955.78947368421053
2333631.21052631578954.78947368421053
2342934.3367346938776-5.33673469387755
2353731.21052631578955.78947368421053
2362734.3367346938776-7.33673469387755
2373534.33673469387760.663265306122447
2382831.2105263157895-3.21052631578947
2393534.33673469387760.663265306122447
2402934.3367346938776-5.33673469387755
2413234.3367346938776-2.33673469387755
2423634.33673469387761.66326530612245
2431924.3333333333333-5.33333333333333
2442124.3333333333333-3.33333333333333
2453134.3367346938776-3.33673469387755
2463334.3367346938776-1.33673469387755
2473634.33673469387761.66326530612245
2483334.3367346938776-1.33673469387755
2493734.33673469387762.66326530612245
2503434.3367346938776-0.336734693877553
2513534.33673469387760.663265306122447
2523134.3367346938776-3.33673469387755
2533734.33673469387762.66326530612245
2543531.21052631578953.78947368421053
2552731.2105263157895-4.21052631578947
2563436.4-2.4
2574034.33673469387765.66326530612245
2582934.3367346938776-5.33673469387755
2593834.33673469387763.66326530612245
2603434.3367346938776-0.336734693877553
2612131.2105263157895-10.2105263157895
2623634.33673469387761.66326530612245
2633834.33673469387763.66326530612245
2643031.2105263157895-1.21052631578947
2653534.33673469387760.663265306122447
2663031.2105263157895-1.21052631578947
2673634.33673469387761.66326530612245
2683436.4-2.4
2693534.33673469387760.663265306122447
2703434.3367346938776-0.336734693877553
2713236.4-4.4
2723331.21052631578951.78947368421053
2733334.3367346938776-1.33673469387755
2742634.3367346938776-8.33673469387755
2753536.4-1.400
2762124.3333333333333-3.33333333333333
2773834.33673469387763.66326530612245
2783534.33673469387760.663265306122447
2793334.3367346938776-1.33673469387755
2803734.33673469387762.66326530612245
2813834.33673469387763.66326530612245
2823434.3367346938776-0.336734693877553
2832731.2105263157895-4.21052631578947
2841624.3333333333333-8.33333333333333
2854036.43.6
2863634.33673469387761.66326530612245
2874236.45.6
2883034.3367346938776-4.33673469387755
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Dec/05/t1291580377a669eavix0owrni/2klq71291580479.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/05/t1291580377a669eavix0owrni/2klq71291580479.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/05/t1291580377a669eavix0owrni/3klq71291580479.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/05/t1291580377a669eavix0owrni/3klq71291580479.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/05/t1291580377a669eavix0owrni/4cc7a1291580479.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/05/t1291580377a669eavix0owrni/4cc7a1291580479.ps (open in new window)


 
Parameters (Session):
par1 = 3 ; par2 = equal ; par3 = 2 ; par4 = no ;
 
Parameters (R input):
par1 = 3 ; 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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