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Workshop10Recursive Partitioning (no categorization)

*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 22:32:48 +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/t12929707203znjbetatj5bmui.htm/, Retrieved Tue, 21 Dec 2010 23:32:00 +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/t12929707203znjbetatj5bmui.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 «
1,3866 126,64 40,7819 1,3582 126,81 39,5915 1,3332 125,84 38,8859 1,3595 126,77 39,9068 1,3617 124,34 41,47 1,3684 124,4 41,5613 1,3394 120,48 41,6005 1,3262 118,54 41,4113 1,3173 117,66 41,84 1,3085 116,97 42,2892 1,327 120,11 43,1521 1,3182 119,16 43,5998 1,293 116,9 43,116 1,291 116,11 42,4185 1,2984 114,98 42,3687 1,2795 113,65 42,2975 1,299 115,82 42,8528 1,3174 117,59 43,535 1,326 118,57 44,7265 1,3111 118,07 45,7293 1,2816 114,98 45,7585 1,276 114,04 46,1685 1,2849 115,02 46,5075 1,2818 114,28 46,527 1,2829 115,04 46,601 1,2796 116,7 46,4607 1,3008 119,21 46,7135 1,2967 118,39 46,4113 1,2938 116,5 45,55 1,2833 115,46 44,6081 1,2823 117,59 44,4395 1,2765 117,33 44,9847 1,2634 116,2 45,7558 1,2596 116,83 45,3942 1,2705 118,99 45,697 1,2591 118,62 45,5664 1,2798 121,09 46,0205 1,2763 122,4 45,9195 1,2795 123,76 45,8005 1,2782 125,33 45,535 1,2644 123,23 45,4977 1,2596 122,52 45,5782 1,2615 123,64 45,7697 1,2555 124,67 45,2445 1,2555 124,71 45,0615 1,2658 122,53 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'Sir Ronald Aylmer Fisher' @ 193.190.124.24


Goodness of Fit
Correlation0.7345
R-squared0.5395
RMSE1.6255


Actuals, Predictions, and Residuals
#ActualsForecastsResiduals
140.781941.2651800865801-0.483280086580088
239.591541.2651800865801-1.67368008658008
338.885941.2651800865801-2.37928008658009
439.906841.2651800865801-1.35838008658009
541.4741.26518008658010.204819913419911
641.561341.26518008658010.296119913419915
741.600541.26518008658010.335319913419909
841.411341.26518008658010.146119913419909
941.8441.26518008658010.574819913419915
1042.289241.26518008658011.02401991341991
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1442.418541.26518008658011.15331991341991
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2246.168541.26518008658014.90331991341991
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4445.244541.26518008658013.97931991341991
4545.061541.26518008658013.79631991341991
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4744.79141.26518008658013.52581991341991
4844.762541.26518008658013.49731991341991
4944.764441.26518008658013.49921991341991
5044.997341.26518008658013.73211991341991
5144.726542.5497752.17672500000000
5245.146544.1392455056181.00725449438202
5344.746544.1392455056180.607254494382019
5445.179544.1392455056181.04025449438202
5545.651544.1392455056181.51225449438202
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6045.400544.1392455056181.26125449438202
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6345.03244.1392455056180.892754494382018
6444.87944.1392455056180.73975449438202
6544.83344.1392455056180.69375449438202
6644.825744.1392455056180.686454494382019
6744.781544.1392455056180.642254494382023
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6944.631744.1392455056180.492454494382024
7044.504344.1392455056180.365054494382022
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13144.12544.139245505618-0.0142455056179784
13244.5244.1392455056180.380754494382025
13345.400544.1392455056181.26125449438202
13445.8944.1392455056181.75075449438202
13545.18944.1392455056181.04975449438202
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13744.935144.1392455056180.79585449438202
13844.80144.1392455056180.661754494382023
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14144.266144.1392455056180.126854494382023
14244.36144.1392455056180.221754494382019
14344.09944.139245505618-0.0402455056179818
14443.843544.139245505618-0.295745505617980
14543.891444.139245505618-0.247845505617981
14644.21744.1392455056180.0777544943820203
14744.50644.1392455056180.366754494382022
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14944.446544.1392455056180.307254494382022
15044.84244.1392455056180.70275449438202
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17445.100544.1392455056180.961254494382018
17545.3744.1392455056181.23075449438202
17645.244.1392455056181.06075449438202
17744.961444.1392455056180.822154494382019
17844.801544.1392455056180.662254494382019
17944.915244.1392455056180.77595449438202
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35638.50538.09144210526320.413557894736847
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36938.09138.0914421052632-0.000442105263154247
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38539.038738.31198333333330.726716666666668
38639.101541.2651800865801-2.16368008658009
38739.150341.2651800865801-2.11488008658009
38839.1441.2651800865801-2.12518008658009
38939.027541.2651800865801-2.23768008658008
39038.766541.2651800865801-2.49868008658009
39138.69141.2651800865801-2.57418008658009
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39639.279541.2651800865801-1.98568008658009
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40739.326141.2651800865801-1.93908008658009
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44040.5541.2651800865801-0.715180086580091
44140.795541.2651800865801-0.469680086580091
44241.45641.26518008658010.190819913419915
44341.355741.26518008658010.0905199134199108
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44541.223541.2651800865801-0.0416800865800866
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44741.372541.26518008658010.107319913419914
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44941.841.26518008658010.534819913419909
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45441.59341.26518008658010.327819913419916
45541.57541.26518008658010.309819913419915
45641.6841.26518008658010.414819913419912
45742.005541.26518008658010.74031991341991
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46042.357541.26518008658011.09231991341991
46142.2941.26518008658011.02481991341991
46242.69541.26518008658011.42981991341991
46343.002841.26518008658011.73761991341991
46442.450741.26518008658011.18551991341991
46542.470541.26518008658011.20531991341991
46642.287541.26518008658011.02231991341991
46742.317241.26518008658011.05201991341991
46842.5541.26518008658011.28481991341991
46942.752341.26518008658011.48711991341991
47042.899341.26518008658011.63411991341991
47143.155541.26518008658011.89031991341992
47243.188541.26518008658011.92331991341991
47343.4341.26518008658012.16481991341991
47443.3141.26518008658012.04481991341991
47542.81541.26518008658011.54981991341991
47642.701741.26518008658011.43651991341991
47742.2841.26518008658011.01481991341991
47841.92241.26518008658010.656819913419909
47942.1741.26518008658010.904819913419914
48042.196241.26518008658010.93101991341991
48142.321541.26518008658011.05631991341991
48242.317341.26518008658011.05211991341992
48342.39141.26518008658011.12581991341991
48442.46341.26518008658011.19781991341991
48542.412541.26518008658011.14731991341991
48642.30441.26518008658011.03881991341991
48741.81341.26518008658010.547819913419914
48841.65141.26518008658010.385819913419915
48941.53941.26518008658010.273819913419914
49041.157541.2651800865801-0.107680086580089
49140.954541.2651800865801-0.310680086580085
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Dec/21/t12929707203znjbetatj5bmui/2l7dh1292970753.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/21/t12929707203znjbetatj5bmui/2l7dh1292970753.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/21/t12929707203znjbetatj5bmui/3ezu21292970753.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/21/t12929707203znjbetatj5bmui/3ezu21292970753.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/21/t12929707203znjbetatj5bmui/46qt41292970753.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/21/t12929707203znjbetatj5bmui/46qt41292970753.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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