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test

*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, 19 Dec 2010 12:52:41 +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/19/t1292763038rdc2an0i24rqi96.htm/, Retrieved Sun, 19 Dec 2010 13:50:40 +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/19/t1292763038rdc2an0i24rqi96.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 «
97.06 21.454 631.923 130.678 97.73 23.899 654.294 120.877 98 24.939 671.833 137.114 97.76 23.580 586.840 134.406 97.48 24.562 600.969 120.262 97.77 24.696 625.568 130.846 97.96 23.785 558.110 120.343 98.22 23.812 630.577 98.881 98.51 21.917 628.654 115.678 98.19 19.713 603.184 120.796 98.37 19.282 656.255 94.261 98.31 18.788 600.730 89.151 98.6 21.453 670.326 119.880 98.96 24.482 678.423 131.468 99.11 27.474 641.502 155.089 99.64 27.264 625.311 149.581 100.02 27.349 628.177 122.788 99.98 30.632 589.767 143.900 100.32 29.429 582.471 112.115 100.44 30.084 636.248 109.600 100.51 26.290 599.885 117.446 101 24.379 621.694 118.456 100.88 23.335 637.406 101.901 100.55 21.346 595.994 89.940 100.82 21.106 696.308 129.143 101.5 24.514 674.201 126.102 102.15 28.353 648.861 143.048 102.39 30.805 649.605 142.258 102.54 31.348 672.392 131.011 102.85 34.556 598.396 146.471 103.47 33.855 613.177 114.073 103.56 34.787 638.104 114.642 103.69 32.529 615.632 118.226 103.49 29.998 634.465 111.338 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 time12 seconds
R Server'George Udny Yule' @ 72.249.76.132


Goodness of Fit
CorrelationNA
R-squaredNA
RMSE41.3567


Actuals, Predictions, and Residuals
#ActualsForecastsResiduals
1631.923636.72825-4.80525000000023
2654.294636.7282517.5657499999998
3671.833636.7282535.1047499999997
4586.84636.72825-49.8882500000002
5600.969636.72825-35.7592500000002
6625.568636.72825-11.1602500000002
7558.11636.72825-78.6182500000002
8630.577636.72825-6.15125000000023
9628.654636.72825-8.07425000000023
10603.184636.72825-33.5442500000003
11656.255636.7282519.5267499999998
12600.73636.72825-35.9982500000002
13670.326636.7282533.5977499999998
14678.423636.7282541.6947499999998
15641.502636.728254.77374999999972
16625.311636.72825-11.4172500000002
17628.177636.72825-8.55125000000021
18589.767636.72825-46.9612500000002
19582.471636.72825-54.2572500000002
20636.248636.72825-0.480250000000183
21599.885636.72825-36.8432500000002
22621.694636.72825-15.0342500000003
23637.406636.728250.677749999999719
24595.994636.72825-40.7342500000002
25696.308636.7282559.5797499999998
26674.201636.7282537.4727499999998
27648.861636.7282512.1327499999998
28649.605636.7282512.8767499999998
29672.392636.7282535.6637499999998
30598.396636.72825-38.3322500000003
31613.177636.72825-23.5512500000002
32638.104636.728251.37574999999981
33615.632636.72825-21.0962500000003
34634.465636.72825-2.2632500000002
35638.686636.728251.95774999999981
36604.243636.72825-32.4852500000002
37706.669636.7282569.9407499999998
38677.185636.7282540.4567499999997
39644.328636.728257.59974999999974
40664.825636.7282528.0967499999998
41605.707636.72825-31.0212500000002
42600.136636.72825-36.5922500000003
43612.166636.72825-24.5622500000002
44599.659636.72825-37.0692500000002
45634.21636.72825-2.51825000000019
46618.234636.72825-18.4942500000002
47613.576636.72825-23.1522500000002
48627.2636.72825-9.52825000000018
49668.973636.7282532.2447499999997
50651.479636.7282514.7507499999998
51619.661636.72825-17.0672500000003
52644.26636.728257.53174999999976
53579.936636.72825-56.7922500000002
54601.752636.72825-34.9762500000003
55595.376636.72825-41.3522500000003
56588.902636.72825-47.8262500000002
57634.341636.72825-2.38725000000022
58594.305636.72825-42.4232500000003
59606.2636.72825-30.5282500000002
60610.926636.72825-25.8022500000002
61633.685636.72825-3.04325000000028
62639.696636.728252.96774999999980
63659.451636.7282522.7227499999998
64593.248636.72825-43.4802500000002
65606.677636.72825-30.0512500000002
66599.434636.72825-37.2942500000003
67569.578636.72825-67.1502500000003
68629.873636.72825-6.85525000000018
69613.438636.72825-23.2902500000002
70604.172636.72825-32.5562500000002
71658.328636.7282521.5997499999997
72612.633636.72825-24.0952500000002
73707.372636.7282570.6437499999997
74739.77636.72825103.041750000000
75777.535636.72825140.806750000000
76685.03636.7282548.3017499999997
77730.234636.7282593.5057499999998
78714.154636.7282577.4257499999998
79630.872636.72825-5.85625000000027
80719.492636.7282582.7637499999997
81677.023636.7282540.2947499999998
82679.272636.7282542.5437499999998
83718.317636.7282581.5887499999998
84645.672636.728258.9437499999998
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Dec/19/t1292763038rdc2an0i24rqi96/26jh01292763148.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/19/t1292763038rdc2an0i24rqi96/26jh01292763148.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/19/t1292763038rdc2an0i24rqi96/3ysg31292763148.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/19/t1292763038rdc2an0i24rqi96/3ysg31292763148.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/19/t1292763038rdc2an0i24rqi96/4r2f61292763148.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/19/t1292763038rdc2an0i24rqi96/4r2f61292763148.ps (open in new window)


 
Parameters (Session):
par1 = 3 ; par2 = none ; par3 = 4 ; par4 = no ;
 
Parameters (R input):
par1 = 3 ; par2 = none ; par3 = 4 ; 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')
}
 





Copyright

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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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