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WS10

*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, 12 Dec 2010 19:49:39 +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/12/t12921832785qs37mozevxe8xl.htm/, Retrieved Sun, 12 Dec 2010 20:47:59 +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/12/t12921832785qs37mozevxe8xl.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 «
10 11 16 1 24 14 33 12 24 14 11 13 2 25 11 30 8 25 18 15 16 2 17 6 30 8 30 15 9 15 1 18 12 26 8 19 11 17 15 2 16 10 24 7 22 17 16 14 2 20 10 28 4 25 19 9 11 2 16 11 24 11 23 7 12 15 2 18 16 27 7 17 12 14 13 2 17 11 28 7 21 15 4 6 2 30 12 42 10 19 14 13 11 2 23 8 31 10 15 14 12 9 2 18 12 25 8 16 16 13 14 1 12 4 23 4 27 12 15 5 2 21 9 27 9 22 12 10 8 1 15 8 23 8 14 13 9 6 1 20 8 34 7 22 9 11 15 2 27 15 36 9 23 11 15 12 2 21 9 31 13 19 12 10 10 1 31 14 39 8 18 11 9 8 1 19 11 27 8 20 14 15 16 2 16 8 27 9 23 18 12 8 2 20 9 31 6 25 11 12 12 1 21 9 31 9 19 17 14 14 2 17 9 26 6 22 14 16 13 1 22 9 34 9 24 14 5 8 2 26 11 39 5 29 12 10 11 2 25 16 39 16 26 14 9 12 2 25 8 35 7 32 15 14 13 2 17 9 30 9 25 10 5 4 1 33 14 40 6 32 11 12 16 1 32 16 38 6 29 14 14 17 1 13 16 21 5 17 11 16 14 2 32 12 45 12 28 15 11 8 2 22 9 32 9 25 16 6 6 2 17 9 29 5 25 15 11 15 1 33 11 40 6 28 16 9 11 2 31 14 44 11 23 13 16 16 1 20 10 28 8 26 15 13 5 1 15 12 24 8 20 16 10 5 2 29 10 37 8 25 13 6 9 1 23 13 33 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


Goodness of Fit
Correlation0.9275
R-squared0.8602
RMSE2.103


Actuals, Predictions, and Residuals
#ActualsForecastsResiduals
12422.93751.0625
22522.93752.0625
31719.7272727272727-2.72727272727273
41818.6666666666667-0.666666666666668
51615.16666666666670.833333333333334
62018.66666666666671.33333333333333
71615.16666666666670.833333333333334
81818.6666666666667-0.666666666666668
91718.6666666666667-1.66666666666667
103029.50.5
112319.72727272727273.27272727272727
121818.6666666666667-0.666666666666668
131215.1666666666667-3.16666666666667
142118.66666666666672.33333333333333
151515.1666666666667-0.166666666666666
162021.8181818181818-1.81818181818182
172725.27272727272731.72727272727273
182119.72727272727271.27272727272727
193129.51.5
201918.66666666666670.333333333333332
211618.6666666666667-2.66666666666667
222019.72727272727270.272727272727273
232119.72727272727271.27272727272727
241718.6666666666667-1.66666666666667
252221.81818181818180.181818181818183
262629.5-3.5
272529.5-4.5
282525.2727272727273-0.272727272727273
291719.7272727272727-2.72727272727273
303329.53.5
313229.52.5
321311.88888888888891.11111111111111
333229.52.5
342221.81818181818180.181818181818183
351718.6666666666667-1.66666666666667
363329.53.5
373129.51.5
382018.66666666666671.33333333333333
391515.1666666666667-0.166666666666666
402929.5-0.5
412322.93750.0625
422622.93753.0625
431818.6666666666667-0.666666666666668
441111.8888888888889-0.88888888888889
452829.5-1.5
462019.72727272727270.272727272727273
472625.27272727272730.727272727272727
482929.5-0.5
491515.1666666666667-0.166666666666666
501211.88888888888890.111111111111111
511418.6666666666667-4.66666666666667
521718.6666666666667-1.66666666666667
532119.72727272727271.27272727272727
541615.16666666666670.833333333333334
551818.6666666666667-0.666666666666668
561011.8888888888889-1.88888888888889
572925.27272727272733.72727272727273
583129.51.5
591918.66666666666670.333333333333332
60911.8888888888889-2.88888888888889
612018.66666666666671.33333333333333
622022.9375-2.9375
631918.66666666666670.333333333333332
643029.50.5
652829.5-1.5
662929.5-0.5
672629.5-3.5
682321.81818181818181.18181818181818
692122.9375-1.9375
702325.2727272727273-2.27272727272727
711918.66666666666670.333333333333332
722829.5-1.5
731818.6666666666667-0.666666666666668
742122.9375-1.9375
752021.8181818181818-1.81818181818182
762221.81818181818180.181818181818183
772318.66666666666674.33333333333333
782122.9375-1.9375
792018.66666666666671.33333333333333
801515.1666666666667-0.166666666666666
811918.66666666666670.333333333333332
822625.27272727272730.727272727272727
831615.16666666666670.833333333333334
842221.81818181818180.181818181818183
852322.93750.0625
861918.66666666666670.333333333333332
873129.51.5
882929.5-0.5
893129.51.5
901918.66666666666670.333333333333332
912221.81818181818180.181818181818183
922321.81818181818181.18181818181818
931515.1666666666667-0.166666666666666
941819.7272727272727-1.72727272727273
952322.93750.0625
962522.93752.0625
972118.66666666666672.33333333333333
982425.2727272727273-1.27272727272727
991718.6666666666667-1.66666666666667
1001311.88888888888891.11111111111111
1012529.5-4.5
102911.8888888888889-2.88888888888889
1032118.66666666666672.33333333333333
1042525.2727272727273-0.272727272727273
1052018.66666666666671.33333333333333
1062222.9375-0.9375
1071415.1666666666667-1.16666666666667
1081511.88888888888893.11111111111111
1091819.7272727272727-1.72727272727273
1101918.66666666666670.333333333333332
1112022.9375-2.9375
1122018.66666666666671.33333333333333
1131818.6666666666667-0.666666666666668
1143329.53.5
1152922.93756.0625
1162222.9375-0.9375
1171618.6666666666667-2.66666666666667
1181715.16666666666671.83333333333333
1192119.72727272727271.27272727272727
1201818.6666666666667-0.666666666666668
1211818.6666666666667-0.666666666666668
1221818.6666666666667-0.666666666666668
1231718.6666666666667-1.66666666666667
1242222.9375-0.9375
1253029.50.5
1263029.50.5
1272429.5-5.5
1282118.66666666666672.33333333333333
1292929.5-0.5
1302829.5-1.5
1313129.51.5
1322018.66666666666671.33333333333333
1332221.81818181818180.181818181818183
1342525.2727272727273-0.272727272727273
1352018.66666666666671.33333333333333
1361511.88888888888893.11111111111111
1373829.58.5
1382829.5-1.5
1391618.6666666666667-2.66666666666667
1402221.81818181818180.181818181818183
1412025.2727272727273-5.27272727272727
1422629.5-3.5
1432118.66666666666672.33333333333333
1442825.27272727272732.72727272727273
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Dec/12/t12921832785qs37mozevxe8xl/241do1292183371.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/12/t12921832785qs37mozevxe8xl/241do1292183371.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/12/t12921832785qs37mozevxe8xl/341do1292183371.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/12/t12921832785qs37mozevxe8xl/341do1292183371.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/12/t12921832785qs37mozevxe8xl/4wavr1292183371.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/12/t12921832785qs37mozevxe8xl/4wavr1292183371.ps (open in new window)


 
Parameters (Session):
par1 = 1 ; par2 = none ; par4 = no ;
 
Parameters (R input):
par1 = 5 ; par2 = none ; par3 = 2 ; 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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Creative Commons License

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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