Home » date » 2010 » Dec » 21 »

paper - RP - geen motivatie

*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: Tue, 21 Dec 2010 08:28:20 +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/21/t1292919981kqewm56zt6788qi.htm/, Retrieved Tue, 21 Dec 2010 09:26:22 +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/21/t1292919981kqewm56zt6788qi.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 «
46 11 52 26 23 44 8 39 25 15 42 10 42 28 25 41 12 35 30 18 48 12 32 28 21 49 10 49 40 19 51 8 33 28 15 47 10 47 27 22 49 11 46 25 19 46 7 40 27 20 51 10 33 32 26 54 9 39 28 26 52 9 37 21 21 52 11 56 40 18 45 12 36 29 19 52 5 24 27 19 56 10 56 31 18 54 11 32 33 19 50 12 41 28 24 35 9 24 26 28 48 3 42 25 20 37 10 47 37 27 47 7 25 13 18 31 9 33 32 19 45 9 43 32 24 47 10 45 38 21 44 9 44 30 22 30 19 46 33 25 40 14 31 22 19 44 5 31 29 15 43 13 42 33 34 51 7 28 31 23 48 8 38 23 19 55 11 59 42 26 48 11 43 35 15 53 12 29 31 15 49 9 38 31 17 44 13 39 38 30 45 12 50 34 19 40 11 44 33 28 44 18 29 23 23 41 8 29 18 23 46 14 36 33 21 47 10 43 26 18 48 13 28 29 19 43 13 39 23 24 46 8 35 18 15 53 10 43 36 20 33 8 28 21 24 47 9 49 31 9 43 10 33 31 20 45 9 39 29 20 49 9 36 24 10 45 9 24 35 44 37 10 47 37 20 42 8 34 29 20 43 11 33 31 11 44 11 43 34 21 39 10 41 38 21 37 23 40 27 19 53 9 39 33 17 48 12 54 36 16 47 9 43 27 14 49 9 45 33 19 47 8 29 24 21 56 9 45 31 16 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 time4 seconds
R Server'RServer@AstonUniversity' @ vre.aston.ac.uk


Goodness of Fit
Correlation0.2788
R-squared0.0778
RMSE2.6254


Actuals, Predictions, and Residuals
#ActualsForecastsResiduals
1119.921.08
289.92-1.92
3109.920.08
4129.922.08
5129.922.08
61010.2941176470588-0.294117647058824
789.92-1.92
8109.920.08
9119.921.08
1079.92-2.92
11109.920.08
1299.92-0.92
1399.92-0.92
141110.29411764705880.705882352941176
15129.922.08
1659.92-4.92
17109.920.08
181110.29411764705880.705882352941176
19129.922.08
2099.92-0.92
2139.92-6.92
221011.8620689655172-1.86206896551724
2379.92-2.92
2499.92-0.92
2599.92-0.92
261011.8620689655172-1.86206896551724
2799.92-0.92
281911.86206896551727.13793103448276
29149.924.08
3059.92-4.92
311311.86206896551721.13793103448276
3279.92-2.92
3389.92-1.92
341110.29411764705880.705882352941176
351111.8620689655172-0.862068965517242
36129.922.08
3799.92-0.92
381311.86206896551721.13793103448276
391211.86206896551720.137931034482758
401111.8620689655172-0.862068965517242
41189.928.08
4289.92-1.92
431411.86206896551722.13793103448276
44109.920.08
45139.923.08
46139.923.08
4789.92-1.92
481010.2941176470588-0.294117647058824
4989.92-1.92
5099.92-0.92
51109.920.08
5299.92-0.92
5399.92-0.92
54911.8620689655172-2.86206896551724
551011.8620689655172-1.86206896551724
5689.92-1.92
57119.921.08
581111.8620689655172-0.862068965517242
591011.8620689655172-1.86206896551724
60239.9213.08
61910.2941176470588-1.29411764705882
621211.86206896551720.137931034482758
6399.92-0.92
64910.2941176470588-1.29411764705882
6589.92-1.92
6699.92-0.92
6799.92-0.92
6899.92-0.92
691110.29411764705880.705882352941176
70129.922.08
71810.2941176470588-2.29411764705882
7299.92-0.92
731011.8620689655172-1.86206896551724
7489.92-1.92
7599.92-0.92
7699.92-0.92
771311.86206896551721.13793103448276
781111.8620689655172-0.862068965517242
79189.928.08
80109.920.08
81149.924.08
8279.92-2.92
83109.920.08
8499.92-0.92
8599.92-0.92
861210.29411764705881.70588235294118
8789.92-1.92
8899.92-0.92
8989.92-1.92
901310.29411764705882.70588235294118
9169.92-3.92
92119.921.08
931010.2941176470588-0.294117647058824
941011.8620689655172-1.86206896551724
95149.924.08
96139.923.08
97109.920.08
9889.92-1.92
991011.8620689655172-1.86206896551724
100810.2941176470588-2.29411764705882
1011011.8620689655172-1.86206896551724
10279.92-2.92
103119.921.08
1041010.2941176470588-0.294117647058824
10589.92-1.92
1061211.86206896551720.137931034482758
107129.922.08
108119.921.08
109119.921.08
11069.92-3.92
1111411.86206896551722.13793103448276
11299.92-0.92
1131110.29411764705880.705882352941176
114109.920.08
1151011.8620689655172-1.86206896551724
11689.92-1.92
11799.92-0.92
1181011.8620689655172-1.86206896551724
119109.920.08
120129.922.08
1211011.8620689655172-1.86206896551724
122119.921.08
1231611.86206896551724.13793103448276
124129.922.08
1251010.2941176470588-0.294117647058824
1261311.86206896551721.13793103448276
12789.92-1.92
128129.922.08
129109.920.08
13089.92-1.92
131149.924.08
13299.92-0.92
133129.922.08
134109.920.08
13599.92-0.92
1361011.8620689655172-1.86206896551724
1371110.29411764705880.705882352941176
138119.921.08
139109.920.08
140109.920.08
1412011.86206896551728.13793103448276
142109.920.08
14389.92-1.92
14489.92-1.92
14599.92-0.92
146189.928.08
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Dec/21/t1292919981kqewm56zt6788qi/2q3gp1292920093.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/21/t1292919981kqewm56zt6788qi/2q3gp1292920093.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/21/t1292919981kqewm56zt6788qi/3q3gp1292920093.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/21/t1292919981kqewm56zt6788qi/3q3gp1292920093.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/21/t1292919981kqewm56zt6788qi/41dys1292920093.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/21/t1292919981kqewm56zt6788qi/41dys1292920093.ps (open in new window)


 
Parameters (Session):
par1 = 2 ; par2 = none ; par4 = no ;
 
Parameters (R input):
par1 = 2 ; par2 = none ; 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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