Home » date » 2010 » Dec » 13 »

*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: Mon, 13 Dec 2010 10:18:16 +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/13/t12922356123tdqpiauq7k3rr9.htm/, Retrieved Mon, 13 Dec 2010 11:20:16 +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/13/t12922356123tdqpiauq7k3rr9.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 15 15 13 6 2 9 12 11 4 2 12 15 14 6 2 15 12 12 5 2 17 14 12 5 2 14 8 6 4 1 9 11 10 5 1 12 15 11 3 2 11 4 10 2 2 13 13 12 5 1 16 19 15 6 1 16 10 13 6 1 15 15 18 8 2 10 6 11 6 1 16 7 12 3 2 12 14 13 6 2 15 16 14 6 1 13 16 16 7 1 18 14 16 8 2 13 15 16 6 1 17 14 15 7 1 14 12 13 4 2 13 9 8 4 1 13 12 14 2 1 15 14 15 6 1 13 12 13 6 1 15 14 16 6 1 13 10 13 6 1 14 14 12 6 1 13 16 15 7 1 16 10 11 4 1 14 8 14 3 2 12 8 14 3 1 18 12 13 5 1 15 11 13 6 2 9 8 12 4 2 16 13 14 6 1 16 11 13 3 2 17 12 12 3 2 13 16 14 6 1 17 16 15 6 1 15 13 16 6 1 14 14 15 8 2 10 5 5 2 2 13 14 15 6 1 11 13 8 4 1 11 16 16 7 2 16 15 14 6 2 16 15 14 6 1 11 15 16 6 1 15 11 14 5 1 15 15 13 6 1 12 16 14 6 1 17 13 14 5 2 15 11 12 6 2 16 12 13 7 1 14 12 15 5 1 17 10 15 6 1 10 8 13 6 2 11 9 10 4 1 15 12 13 5 2 15 14 14 6 1 7 12 13 6 2 17 11 13 4 2 14 14 18 6 2 18 7 12 4 2 14 16 14 7 1 12 16 16 8 2 14 11 13 6 1 9 16 16 6 1 14 13 15 6 1 11 11 14 5 1 15 11 14 5 1 16 13 13 6 1 17 14 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 time6 seconds
R Server'George Udny Yule' @ 72.249.76.132


Goodness of Fit
Correlation0.6806
R-squared0.4632
RMSE2.1802


Actuals, Predictions, and Residuals
#ActualsForecastsResiduals
11512.54285714285712.45714285714286
2128.81253.1875
31514.38775510204080.612244897959183
41212.5428571428571-0.542857142857143
51412.54285714285711.45714285714286
688.8125-0.8125
71110.63636363636360.363636363636363
8158.81256.1875
948.8125-4.8125
101312.54285714285710.457142857142857
111914.38775510204084.61224489795918
121012.5428571428571-2.54285714285714
131514.38775510204080.612244897959183
14610.6363636363636-4.63636363636364
1578.8125-1.8125
161410.63636363636363.36363636363636
171614.38775510204081.61224489795918
181614.38775510204081.61224489795918
191414.3877551020408-0.387755102040817
201514.38775510204080.612244897959183
211414.3877551020408-0.387755102040817
221211.10.9
2398.81250.1875
241211.10.9
251414.3877551020408-0.387755102040817
261212.5428571428571-0.542857142857143
271414.3877551020408-0.387755102040817
281012.5428571428571-2.54285714285714
291412.54285714285711.45714285714286
301614.38775510204081.61224489795918
31108.81251.1875
32811.1-3.1
33811.1-3.1
341212.5428571428571-0.542857142857143
351112.5428571428571-1.54285714285714
3688.8125-0.8125
371314.3877551020408-1.38775510204082
381111.1-0.0999999999999996
39128.81253.1875
401614.38775510204081.61224489795918
411614.38775510204081.61224489795918
421314.3877551020408-1.38775510204082
431414.3877551020408-0.387755102040817
4458.8125-3.8125
451414.3877551020408-0.387755102040817
46138.81254.1875
471614.38775510204081.61224489795918
481514.38775510204080.612244897959183
491514.38775510204080.612244897959183
501514.38775510204080.612244897959183
511111.75-0.75
521512.54285714285712.45714285714286
531614.38775510204081.61224489795918
541311.751.25
551112.5428571428571-1.54285714285714
561212.5428571428571-0.542857142857143
571211.750.25
581014.3877551020408-4.38775510204082
59810.6363636363636-2.63636363636364
6098.81250.1875
611212.5428571428571-0.542857142857143
621414.3877551020408-0.387755102040817
631210.63636363636361.36363636363636
641111.1-0.0999999999999996
651414.3877551020408-0.387755102040817
6678.8125-1.8125
671614.38775510204081.61224489795918
681614.38775510204081.61224489795918
691112.5428571428571-1.54285714285714
701614.38775510204081.61224489795918
711314.3877551020408-1.38775510204082
721111.75-0.75
731111.75-0.75
741312.54285714285710.457142857142857
751412.54285714285711.45714285714286
761511.13.9
771010.6363636363636-0.636363636363637
781514.38775510204080.612244897959183
791114.3877551020408-3.38775510204082
8068.8125-2.8125
811111.1-0.0999999999999996
821211.10.9
831314.3877551020408-1.38775510204082
841214.3877551020408-2.38775510204082
85811.75-3.75
8698.81250.1875
871011.1-1.1
881614.38775510204081.61224489795918
891512.54285714285712.45714285714286
901412.54285714285711.45714285714286
911212.5428571428571-0.542857142857143
921212.5428571428571-0.542857142857143
93108.81251.1875
941211.10.9
9588.8125-0.8125
961614.38775510204081.61224489795918
97118.81252.1875
981211.10.9
99912.5428571428571-3.54285714285714
1001412.54285714285711.45714285714286
1011514.38775510204080.612244897959183
102811.1-3.1
1031211.750.25
1041010.6363636363636-0.636363636363637
1051614.38775510204081.61224489795918
1061711.755.25
107811.1-3.1
108912.5428571428571-3.54285714285714
109811.1-3.1
1101111.75-0.75
1111614.38775510204081.61224489795918
1121314.3877551020408-1.38775510204082
11358.8125-3.8125
11458.8125-3.8125
1151512.54285714285712.45714285714286
1161512.54285714285712.45714285714286
1171212.5428571428571-0.542857142857143
1181212.5428571428571-0.542857142857143
1191614.38775510204081.61224489795918
1201212.5428571428571-0.542857142857143
1211010.6363636363636-0.636363636363637
1221211.750.25
12348.8125-4.8125
1241114.3877551020408-3.38775510204082
1251614.38775510204081.61224489795918
12678.8125-1.8125
12798.81250.1875
128148.81255.1875
129118.81252.1875
1301010.6363636363636-0.636363636363637
13168.8125-2.8125
1321412.54285714285711.45714285714286
1331112.5428571428571-1.54285714285714
134118.81252.1875
135914.3877551020408-5.38775510204082
1361611.14.9
13778.8125-1.8125
13888.8125-0.8125
139108.81251.1875
1401412.54285714285711.45714285714286
14198.81250.1875
1421310.63636363636362.36363636363636
143138.81254.1875
1441211.750.25
1451111.75-0.75
1461014.3877551020408-4.38775510204082
1471212.5428571428571-0.542857142857143
1481414.3877551020408-0.387755102040817
1491114.3877551020408-3.38775510204082
1501311.11.9
1511414.3877551020408-0.387755102040817
1521312.54285714285710.457142857142857
1531614.38775510204081.61224489795918
1541312.54285714285710.457142857142857
1551310.63636363636362.36363636363636
1561211.10.9
157911.1-2.1
1581411.12.9
1591514.38775510204080.612244897959183
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Dec/13/t12922356123tdqpiauq7k3rr9/24h5s1292235489.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/13/t12922356123tdqpiauq7k3rr9/24h5s1292235489.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/13/t12922356123tdqpiauq7k3rr9/34h5s1292235489.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/13/t12922356123tdqpiauq7k3rr9/34h5s1292235489.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/13/t12922356123tdqpiauq7k3rr9/4f9mv1292235489.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/13/t12922356123tdqpiauq7k3rr9/4f9mv1292235489.ps (open in new window)


 
Parameters (Session):
par1 = 3 ; par2 = none ; par3 = 3 ; 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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Software written by Ed van Stee & Patrick Wessa


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