Home » date » 2010 » Dec » 22 »

Recursive Partitioning

*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: Wed, 22 Dec 2010 17:28:30 +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/22/t1293038899t4kpfjfu6lt60u8.htm/, Retrieved Wed, 22 Dec 2010 18:28:19 +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/22/t1293038899t4kpfjfu6lt60u8.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 «
41 38 13 12 14 12 39 32 16 11 18 11 30 35 19 15 11 14 31 33 15 6 12 12 34 37 14 13 16 21 35 29 13 10 18 12 39 31 19 12 14 22 34 36 15 14 14 11 36 35 14 12 15 10 37 38 15 6 15 13 38 31 16 10 17 10 36 34 16 12 19 8 38 35 16 12 10 15 39 38 16 11 16 14 33 37 17 15 18 10 32 33 15 12 14 14 36 32 15 10 14 14 38 38 20 12 17 11 39 38 18 11 14 10 32 32 16 12 16 13 32 33 16 11 18 7 31 31 16 12 11 14 39 38 19 13 14 12 37 39 16 11 12 14 39 32 17 9 17 11 41 32 17 13 9 9 36 35 16 10 16 11 33 37 15 14 14 15 33 33 16 12 15 14 34 33 14 10 11 13 31 28 15 12 16 9 27 32 12 8 13 15 37 31 14 10 17 10 34 37 16 12 15 11 34 30 14 12 14 13 32 33 7 7 16 8 29 31 10 6 9 20 36 33 14 12 15 12 29 31 16 10 17 10 35 33 16 10 13 10 37 32 16 10 15 9 34 33 14 12 16 14 38 32 20 15 16 8 35 33 14 10 12 14 38 28 14 10 12 11 37 35 11 12 11 13 38 39 14 13 15 9 33 34 15 11 15 11 36 38 16 11 17 15 38 32 14 12 13 11 32 38 16 14 16 10 32 30 14 10 14 14 32 33 12 12 11 18 34 38 16 13 12 14 32 32 9 5 12 11 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'Sir Ronald Aylmer Fisher' @ 193.190.124.24


Goodness of Fit
Correlation0.5325
R-squared0.2835
RMSE1.9725


Actuals, Predictions, and Residuals
#ActualsForecastsResiduals
11414.8039215686275-0.803921568627452
21814.80392156862753.19607843137255
31113.5238095238095-2.52380952380952
41214.8039215686275-2.80392156862745
51610.88888888888895.11111111111111
61814.80392156862753.19607843137255
71410.88888888888893.11111111111111
81414.8039215686275-0.803921568627452
91514.80392156862750.196078431372548
101514.80392156862750.196078431372548
111714.80392156862752.19607843137255
121914.80392156862754.19607843137255
131013.5238095238095-3.52380952380952
141613.52380952380952.47619047619048
151814.80392156862753.19607843137255
161413.52380952380950.476190476190476
171413.52380952380950.476190476190476
181714.80392156862752.19607843137255
191414.8039215686275-0.803921568627452
201614.80392156862751.19607843137255
211814.80392156862753.19607843137255
221113.5238095238095-2.52380952380952
231414.8039215686275-0.803921568627452
241213.5238095238095-1.52380952380952
251714.80392156862752.19607843137255
26914.8039215686275-5.80392156862745
271614.80392156862751.19607843137255
281413.52380952380950.476190476190476
291513.52380952380951.47619047619048
301114.8039215686275-3.80392156862745
311614.80392156862751.19607843137255
321313.5238095238095-0.523809523809524
331714.80392156862752.19607843137255
341514.80392156862750.196078431372548
351414.8039215686275-0.803921568627452
361614.80392156862751.19607843137255
37910.8888888888889-1.88888888888889
381514.80392156862750.196078431372548
391714.80392156862752.19607843137255
401314.8039215686275-1.80392156862745
411514.80392156862750.196078431372548
421613.52380952380952.47619047619048
431614.80392156862751.19607843137255
441213.5238095238095-1.52380952380952
451214.8039215686275-2.80392156862745
461114.8039215686275-3.80392156862745
471514.80392156862750.196078431372548
481514.80392156862750.196078431372548
491713.52380952380953.47619047619048
501314.8039215686275-1.80392156862745
511614.80392156862751.19607843137255
521413.52380952380950.476190476190476
531110.88888888888890.111111111111111
541213.5238095238095-1.52380952380952
551214.8039215686275-2.80392156862745
561514.80392156862750.196078431372548
571614.80392156862751.19607843137255
581514.80392156862750.196078431372548
591214.8039215686275-2.80392156862745
601213.5238095238095-1.52380952380952
61810.8888888888889-2.88888888888889
621314.8039215686275-1.80392156862745
631114.8039215686275-3.80392156862745
641413.52380952380950.476190476190476
651514.80392156862750.196078431372548
661014.8039215686275-4.80392156862745
671110.88888888888890.111111111111111
681214.8039215686275-2.80392156862745
691514.80392156862750.196078431372548
701513.52380952380951.47619047619048
711414.8039215686275-0.803921568627452
721613.52380952380952.47619047619048
731514.80392156862750.196078431372548
741514.80392156862750.196078431372548
751314.8039215686275-1.80392156862745
761210.88888888888891.11111111111111
771714.80392156862752.19607843137255
781310.88888888888892.11111111111111
791514.80392156862750.196078431372548
801314.8039215686275-1.80392156862745
811514.80392156862750.196078431372548
821614.80392156862751.19607843137255
831514.80392156862750.196078431372548
841614.80392156862751.19607843137255
851514.80392156862750.196078431372548
861414.8039215686275-0.803921568627452
871514.80392156862750.196078431372548
881414.8039215686275-0.803921568627452
891313.5238095238095-0.523809523809524
90710.8888888888889-3.88888888888889
911714.80392156862752.19607843137255
921313.5238095238095-0.523809523809524
931514.80392156862750.196078431372548
941413.52380952380950.476190476190476
951314.8039215686275-1.80392156862745
961614.80392156862751.19607843137255
971213.5238095238095-1.52380952380952
981414.8039215686275-0.803921568627452
991714.80392156862752.19607843137255
1001514.80392156862750.196078431372548
1011714.80392156862752.19607843137255
1021213.5238095238095-1.52380952380952
1031614.80392156862751.19607843137255
1041114.8039215686275-3.80392156862745
1051513.52380952380951.47619047619048
106910.8888888888889-1.88888888888889
1071614.80392156862751.19607843137255
1081513.52380952380951.47619047619048
1091013.5238095238095-3.52380952380952
1101010.8888888888889-0.88888888888889
1111513.52380952380951.47619047619048
1121113.5238095238095-2.52380952380952
1131314.8039215686275-1.80392156862745
1141413.52380952380950.476190476190476
1151814.80392156862753.19607843137255
1161614.80392156862751.19607843137255
1171413.52380952380950.476190476190476
1181414.8039215686275-0.803921568627452
1191414.8039215686275-0.803921568627452
1201413.52380952380950.476190476190476
1211213.5238095238095-1.52380952380952
1221413.52380952380950.476190476190476
1231514.80392156862750.196078431372548
1241514.80392156862750.196078431372548
1251514.80392156862750.196078431372548
1261314.8039215686275-1.80392156862745
1271714.80392156862752.19607843137255
1281714.80392156862752.19607843137255
1291914.80392156862754.19607843137255
1301514.80392156862750.196078431372548
1311314.8039215686275-1.80392156862745
132910.8888888888889-1.88888888888889
1331514.80392156862750.196078431372548
1341513.52380952380951.47619047619048
1351514.80392156862750.196078431372548
1361613.52380952380952.47619047619048
1371110.88888888888890.111111111111111
1381413.52380952380950.476190476190476
1391113.5238095238095-2.52380952380952
1401514.80392156862750.196078431372548
1411314.8039215686275-1.80392156862745
1421514.80392156862750.196078431372548
1431613.52380952380952.47619047619048
1441414.8039215686275-0.803921568627452
1451514.80392156862750.196078431372548
1461614.80392156862751.19607843137255
1471614.80392156862751.19607843137255
1481114.8039215686275-3.80392156862745
1491214.8039215686275-2.80392156862745
150910.8888888888889-1.88888888888889
1511614.80392156862751.19607843137255
1521310.88888888888892.11111111111111
1531614.80392156862751.19607843137255
1541214.8039215686275-2.80392156862745
155910.8888888888889-1.88888888888889
1561310.88888888888892.11111111111111
1571313.5238095238095-0.523809523809524
1581413.52380952380950.476190476190476
1591914.80392156862754.19607843137255
1601314.8039215686275-1.80392156862745
1611210.88888888888891.11111111111111
1621313.5238095238095-0.523809523809524
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Dec/22/t1293038899t4kpfjfu6lt60u8/2m7y41293038902.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/22/t1293038899t4kpfjfu6lt60u8/2m7y41293038902.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/22/t1293038899t4kpfjfu6lt60u8/3m7y41293038902.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/22/t1293038899t4kpfjfu6lt60u8/3m7y41293038902.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/22/t1293038899t4kpfjfu6lt60u8/487xa1293038902.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/22/t1293038899t4kpfjfu6lt60u8/487xa1293038902.ps (open in new window)


 
Parameters (Session):
par1 = 5 ; par2 = none ; par3 = 3 ; par4 = no ;
 
Parameters (R input):
par1 = 5 ; 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')
}
 





Copyright

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


Disclaimer

Information provided on this web site is provided "AS IS" without warranty of any kind, either express or implied, including, without limitation, warranties of merchantability, fitness for a particular purpose, and noninfringement. We use reasonable efforts to include accurate and timely information and periodically update the information, and software without notice. However, we make no warranties or representations as to the accuracy or completeness of such information (or software), and we assume no liability or responsibility for errors or omissions in the content of this web site, or any software bugs in online applications. Your use of this web site is AT YOUR OWN RISK. Under no circumstances and under no legal theory shall we be liable to you or any other person for any direct, indirect, special, incidental, exemplary, or consequential damages arising from your access to, or use of, this web site.


Privacy Policy

We may request personal information to be submitted to our servers in order to be able to:

  • personalize online software applications according to your needs
  • enforce strict security rules with respect to the data that you upload (e.g. statistical data)
  • manage user sessions of online applications
  • alert you about important changes or upgrades in resources or applications

We NEVER allow other companies to directly offer registered users information about their products and services. Banner references and hyperlinks of third parties NEVER contain any personal data of the visitor.

We do NOT sell, nor transmit by any means, personal information, nor statistical data series uploaded by you to third parties.

We carefully protect your data from loss, misuse, alteration, and destruction. However, at any time, and under any circumstance you are solely responsible for managing your passwords, and keeping them secret.

We store a unique ANONYMOUS USER ID in the form of a small 'Cookie' on your computer. This allows us to track your progress when using this website which is necessary to create state-dependent features. The cookie is used for NO OTHER PURPOSE. At any time you may opt to disallow cookies from this website - this will not affect other features of this website.

We examine cookies that are used by third-parties (banner and online ads) very closely: abuse from third-parties automatically results in termination of the advertising contract without refund. We have very good reason to believe that the cookies that are produced by third parties (banner ads) do NOT cause any privacy or security risk.

FreeStatistics.org is safe. There is no need to download any software to use the applications and services contained in this website. Hence, your system's security is not compromised by their use, and your personal data - other than data you submit in the account application form, and the user-agent information that is transmitted by your browser - is never transmitted to our servers.

As a general rule, we do not log on-line behavior of individuals (other than normal logging of webserver 'hits'). However, in cases of abuse, hacking, unauthorized access, Denial of Service attacks, illegal copying, hotlinking, non-compliance with international webstandards (such as robots.txt), or any other harmful behavior, our system engineers are empowered to log, track, identify, publish, and ban misbehaving individuals - even if this leads to ban entire blocks of IP addresses, or disclosing user's identity.


FreeStatistics.org is powered by