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paper RP 1

*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, 29 Dec 2010 06:10:33 +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/29/t1293602918vg0slstzyecuhdz.htm/, Retrieved Wed, 29 Dec 2010 07:08:38 +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/29/t1293602918vg0slstzyecuhdz.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 «
5.2 67.7 32.4 5 7.7 1019 86 7.9 111.5 94.7 6.3 8.4 1010.4 77 8.7 29.4 133.4 3.9 8.7 1022.6 77 8.9 62.3 196.5 3.8 8.1 1015 71 15.3 19 307.3 3 11.2 1019.8 66 15.4 95.5 128.7 2.8 13.5 1013.7 77 18.1 30.4 279.9 3.3 14.5 1019.2 71 19.7 44.3 230.2 2.1 16.4 1018.3 72 13 56.5 92.2 2.9 12.5 1017.2 84 12.6 80 121.3 4 12.4 1010.9 83 6.2 66.1 73.4 3.4 9.1 1013.1 92 3.5 96.7 24 4 7.2 1017.1 89 3.4 83.5 93.8 4.6 6.8 1022.4 85 0 37.7 76.2 3.1 5.7 1017.8 87 9.5 24.6 113.3 3.6 9.3 1013.3 77 8.9 69.4 194.2 3.9 7.2 1016.3 65 10.4 26.9 155.3 2.9 8.7 1021.8 70 13.2 100.3 114 3.3 10.8 1013.1 71 18.9 110.6 193 2.7 15.5 1015.8 72 19 15.7 250.7 2.3 14.9 1019.3 70 16.3 55.7 173 2.5 13.5 1015.6 74 10.6 24.4 112.9 2.6 10.8 1015.6 84 5.8 174.6 63.2 3.9 8.3 1012 89 3.6 70.4 51.3 3.1 6.9 1027.9 85 2.6 30.6 45.7 3.2 6.7 1029.6 88 5 46.1 80.6 3.2 7.6 1023.6 86 7.3 92.8 78.8 3.9 8.5 1014.6 83 9.2 56.5 124.9 3.5 8.7 1012.1 75 15.7 49.3 252.5 3.3 11.7 1017.7 67 16.8 116.7 188.3 2.9 13.9 1014.9 74 18.4 67.6 192.6 2. 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 time9 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24
R Framework
error message
The field 'Names of X columns' contains a hard return which cannot be interpreted.
Please, resubmit your request without hard returns in the 'Names of X columns'.


Goodness of Fit
Correlation0.9836
R-squared0.9674
RMSE1.0115


Actuals, Predictions, and Residuals
#ActualsForecastsResiduals
15.24.586666666666670.613333333333333
27.98.93571428571429-1.03571428571428
38.78.93571428571429-0.235714285714286
48.98.93571428571429-0.0357142857142847
515.314.12222222222221.17777777777778
615.416.1166666666667-0.716666666666667
718.119.7352941176471-1.63529411764706
819.719.7352941176471-0.0352941176470587
91313.6636363636364-0.663636363636364
1012.613.6636363636364-1.06363636363636
116.27.94705882352941-1.74705882352941
123.53.50
133.43.5-0.1
1401.83529411764706-1.83529411764706
159.511.06-1.56
168.97.2251.675
1710.48.935714285714291.46428571428572
1813.214.1222222222222-0.922222222222222
1918.918.20833333333330.691666666666666
201919.7352941176471-0.735294117647058
2116.316.11666666666670.183333333333334
2210.610.6461538461538-0.046153846153846
235.85.752380952380950.0476190476190474
243.63.50.1
252.61.835294117647060.764705882352941
2654.586666666666670.413333333333333
277.37.077777777777780.222222222222222
289.28.935714285714290.264285714285714
2915.714.12222222222221.57777777777778
3016.817.0642857142857-0.264285714285712
3118.418.20833333333330.191666666666666
3218.118.2083333333333-0.108333333333331
3314.613.66363636363640.936363636363636
347.87.94705882352941-0.147058823529412
357.67.94705882352941-0.347058823529412
363.84.58666666666667-0.786666666666667
375.65.75238095238095-0.152380952380953
382.21.835294117647060.364705882352941
396.87.225-0.425
4011.811.060.74
4114.914.12222222222220.777777777777779
4216.717.0642857142857-0.364285714285714
4316.715.93076923076920.769230769230768
4415.917.0642857142857-1.16428571428571
4513.613.6636363636364-0.0636363636363644
469.27.947058823529411.25294117647059
472.87.94705882352941-5.14705882352941
482.55.75238095238095-3.25238095238095
494.85.75238095238095-0.952380952380953
502.81.835294117647060.964705882352941
517.87.077777777777780.722222222222222
52911.06-2.06
5312.914.1222222222222-1.22222222222222
5416.416.11666666666670.283333333333331
5521.819.73529411764712.06470588235294
5617.817.06428571428570.735714285714288
5713.513.6636363636364-0.163636363636364
581010.6461538461538-0.646153846153846
5910.410.6461538461538-0.246153846153845
605.55.75238095238095-0.252380952380952
6143.50.5
626.84.586666666666672.21333333333333
635.77.225-1.525
649.17.947058823529411.15294117647059
6513.614.1222222222222-0.522222222222222
661516.1166666666667-1.11666666666667
6720.919.73529411764711.16470588235294
6820.419.73529411764710.66470588235294
691413.66363636363640.336363636363636
7013.713.66363636363640.0363636363636353
717.17.077777777777780.0222222222222221
720.81.83529411764706-1.03529411764706
732.11.835294117647060.264705882352941
741.31.83529411764706-0.535294117647059
753.91.835294117647062.06470588235294
7610.77.2253.475
7711.111.060.0399999999999991
7816.416.11666666666670.283333333333331
7917.116.11666666666670.983333333333334
8017.317.06428571428570.235714285714288
8112.914.1222222222222-1.22222222222222
8210.910.64615384615380.253846153846155
835.35.75238095238095-0.452380952380953
840.71.83529411764706-1.13529411764706
85-0.21.83529411764706-2.03529411764706
866.55.752380952380950.747619047619048
878.67.947058823529410.652941176470588
888.58.93571428571429-0.435714285714285
8913.314.1222222222222-0.822222222222221
9016.217.0642857142857-0.864285714285714
9117.518.2083333333333-0.708333333333332
9221.219.73529411764711.46470588235294
9314.816.1166666666667-1.31666666666667
9410.310.6461538461538-0.346153846153845
957.37.94705882352941-0.647058823529412
965.15.75238095238095-0.652380952380953
974.44.58666666666667-0.186666666666667
986.27.07777777777778-0.877777777777777
997.78.93571428571429-1.23571428571428
1009.37.947058823529411.35294117647059
10115.616.1166666666667-0.516666666666667
10216.315.93076923076920.36923076923077
10316.615.93076923076920.66923076923077
10417.417.06428571428570.335714285714285
10515.315.9307692307692-0.63076923076923
1069.710.6461538461538-0.946153846153846
1073.74.58666666666667-0.886666666666667
1084.64.586666666666670.0133333333333328
1095.45.75238095238095-0.352380952380952
1103.13.5-0.4
1117.97.077777777777780.822222222222223
11210.111.06-0.96
1131516.1166666666667-1.11666666666667
11415.616.1166666666667-0.516666666666667
11519.719.7352941176471-0.0352941176470587
11618.118.2083333333333-0.108333333333331
11717.718.2083333333333-0.508333333333333
11810.710.64615384615380.0538461538461537
1196.25.752380952380950.447619047619048
1204.24.58666666666667-0.386666666666667
12144.58666666666667-0.586666666666667
1225.97.07777777777778-1.17777777777778
1237.17.077777777777780.0222222222222221
12410.511.06-0.56
12515.115.9307692307692-0.830769230769231
12616.819.7352941176471-2.93529411764706
12715.315.9307692307692-0.63076923076923
12818.419.7352941176471-1.33529411764706
12916.115.93076923076920.169230769230770
13011.310.64615384615380.653846153846155
1317.97.94705882352941-0.0470588235294116
1325.65.75238095238095-0.152380952380953
1333.43.5-0.1
1344.84.586666666666670.213333333333333
1356.55.752380952380950.747619047619048
1368.57.947058823529410.552941176470588
13715.114.12222222222220.977777777777778
13815.716.1166666666667-0.416666666666668
13918.718.20833333333330.491666666666667
14019.219.7352941176471-0.535294117647059
14112.913.6636363636364-0.763636363636364
14214.415.9307692307692-1.53076923076923
1436.25.752380952380950.447619047619048
1443.33.5-0.2
1454.64.586666666666670.0133333333333328
1467.27.077777777777780.122222222222223
1477.88.93571428571429-1.13571428571429
1489.98.935714285714290.964285714285715
14913.614.1222222222222-0.522222222222222
15017.117.06428571428570.0357142857142883
15117.818.2083333333333-0.408333333333331
15218.618.20833333333330.391666666666669
15314.716.1166666666667-1.41666666666667
15410.510.6461538461538-0.146153846153846
1558.67.947058823529410.652941176470588
1564.45.75238095238095-1.35238095238095
1572.31.835294117647060.464705882352941
1582.81.835294117647060.964705882352941
1598.88.93571428571429-0.135714285714284
16010.78.935714285714291.76428571428571
16113.914.1222222222222-0.222222222222221
16219.319.7352941176471-0.435294117647057
16319.519.7352941176471-0.235294117647058
16420.419.73529411764710.66470588235294
16515.316.1166666666667-0.816666666666666
1667.97.94705882352941-0.0470588235294116
1678.37.947058823529410.352941176470589
1684.54.58666666666667-0.0866666666666669
1693.23.5-0.3
17054.586666666666670.413333333333333
1716.67.225-0.625
17211.111.060.0399999999999991
17312.814.1222222222222-1.32222222222222
17416.317.0642857142857-0.764285714285712
17517.417.06428571428570.335714285714285
17618.918.20833333333330.691666666666666
17715.815.9307692307692-0.130769230769230
17811.710.64615384615381.05384615384615
1796.45.752380952380950.647619047619048
1802.93.5-0.6
1814.74.586666666666670.113333333333333
1822.41.835294117647060.564705882352941
1837.27.077777777777780.122222222222223
18410.711.06-0.360000000000001
18513.414.1222222222222-0.722222222222221
18618.516.11666666666672.38333333333333
18718.318.20833333333330.0916666666666686
18816.815.93076923076920.86923076923077
18916.615.93076923076920.66923076923077
19014.113.66363636363640.436363636363636
1916.15.752380952380950.347619047619047
1923.54.58666666666667-1.08666666666667
1931.71.83529411764706-0.135294117647059
1942.31.835294117647060.464705882352941
1954.53.51
1969.38.935714285714290.364285714285716
19714.214.12222222222220.0777777777777775
19817.316.11666666666671.18333333333333
1992319.73529411764713.26470588235294
20016.315.93076923076920.36923076923077
20118.416.11666666666672.28333333333333
20214.213.66363636363640.536363636363635
2039.17.947058823529411.15294117647059
2045.95.752380952380950.147619047619048
2057.27.94705882352941-0.747058823529412
2066.85.752380952380951.04761904761905
20788.93571428571429-0.935714285714285
20814.311.063.24
20914.614.12222222222220.477777777777778
21017.518.2083333333333-0.708333333333332
21117.217.06428571428570.135714285714286
21217.217.06428571428570.135714285714286
21314.113.66363636363640.436363636363636
21410.510.6461538461538-0.146153846153846
2156.85.752380952380951.04761904761905
2164.13.50.6
2176.55.752380952380950.747619047619048
2186.17.225-1.125
2196.37.225-0.925
2209.38.935714285714290.364285714285716
22116.414.12222222222222.27777777777778
22216.116.1166666666667-0.0166666666666657
2231817.06428571428570.935714285714287
22417.617.06428571428570.535714285714288
2251414.1222222222222-0.122222222222222
22610.510.6461538461538-0.146153846153846
2276.95.752380952380951.14761904761905
2282.81.835294117647060.964705882352941
2290.71.83529411764706-1.13529411764706
2303.63.50.1
2316.77.225-0.524999999999999
23212.511.061.44
23314.414.12222222222220.277777777777779
23416.516.11666666666670.383333333333333
23518.719.7352941176471-1.03529411764706
23619.419.7352941176471-0.335294117647059
23715.815.9307692307692-0.130769230769230
23811.310.64615384615380.653846153846155
2399.77.947058823529411.75294117647059
2402.93.5-0.6
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Dec/29/t1293602918vg0slstzyecuhdz/2rkr51293603021.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/29/t1293602918vg0slstzyecuhdz/2rkr51293603021.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/29/t1293602918vg0slstzyecuhdz/3rkr51293603021.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/29/t1293602918vg0slstzyecuhdz/3rkr51293603021.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/29/t1293602918vg0slstzyecuhdz/41b881293603021.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/29/t1293602918vg0slstzyecuhdz/41b881293603021.ps (open in new window)


 
Parameters (Session):
par1 = 1 ; par2 = none ; par3 = 3 ; par4 = no ;
 
Parameters (R input):
par1 = 1 ; 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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