Home » date » 2010 » Jun » 03 »

B11A,steven,coomans,regression tree,per maand,thesis,revised

*Unverified author*
R Software Module: /rwasp_regression_trees.wasp (opens new window with default values)
Title produced by software: Recursive Partitioning (Regression Trees)
Date of computation: Thu, 03 Jun 2010 11:51:11 +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/Jun/03/t127556594366j0wfsyh0kcx36.htm/, Retrieved Thu, 03 Jun 2010 13:52:27 +0200
 
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/Jun/03/t127556594366j0wfsyh0kcx36.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:
B11A,steven,coomans,regression tree,per maand,thesis,revised
 
Dataseries X:
» Textbox « » Textfile « » CSV «
62 NA 49,1485946234278 61,93727661 32 30 62 45,3349835319040 53,69907547 30 31 58,8 41,8176511556289 42,97961039 70 50 56,02 38,5909798541646 40,11452585 30 33 55,418 35,6520298034287 40,9963732 30 12 53,1762 32,9504078576450 37,85777961 10 20 49,05858 30,4539152863161 32,44046133 30 30 46,152722 28,1658962839276 29,7292962 30 21,5 44,5374498 26,0766501187039 28,9511509 38 23 42,23370482 24,156446356987 27,07351868 20 13,5 40,310334338 22,3980495637221 25,66908954 10 0,5 37,6293009042 20,7779239031914 23,07285439 11 12 33,91637081378 19,2763140211818 19,09395794 12 10 31,724733732402 17,9029571235767 17,34376879 10 70,5 29,5522603591618 16,6398256486149 15,69357484 30 30 33,6470343232456 15,5438391587265 22,68102951 31 20,5 33,2823308909211 14,5275375931142 22,97988796 30 12 32,0040978018290 13,5952912424967 21,90195337 12 20 30,0036880216461 12,7363232603913 19,79755753 20 45 29,0033192194815 11,9577990661807 19,11379007 10 11,505 30,6029872975333 11,2759453783387 21,98924725 50 0 28,69 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 time7 seconds
R Server'George Udny Yule' @ 72.249.76.132


Model Performance
#Complexitysplitrelative errorCV errorCV S.D.
10.484011.0260.285
20.07710.5160.5990.17
30.02620.4390.5420.159
40.0130.4130.5540.159
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Jun/03/t127556594366j0wfsyh0kcx36/1tekq1275565864.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Jun/03/t127556594366j0wfsyh0kcx36/1tekq1275565864.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Jun/03/t127556594366j0wfsyh0kcx36/2tekq1275565864.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Jun/03/t127556594366j0wfsyh0kcx36/2tekq1275565864.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Jun/03/t127556594366j0wfsyh0kcx36/34njb1275565864.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Jun/03/t127556594366j0wfsyh0kcx36/34njb1275565864.ps (open in new window)


 
Parameters (Session):
par1 = 1 ; par2 = No ;
 
Parameters (R input):
par1 = 1 ; par2 = No ;
 
R code (references can be found in the software module):
library(rpart)
library(partykit)
par1 <- as.numeric(par1)
autoprune <- function ( tree, method='Minimum CV'){
xerr <- tree$cptable[,'xerror']
cpmin.id <- which.min(xerr)
if (method == 'Minimum CV Error plus 1 SD'){
xstd <- tree$cptable[,'xstd']
errt <- xerr[cpmin.id] + xstd[cpmin.id]
cpSE1.min <- which.min( errt < xerr )
mycp <- (tree$cptable[,'CP'])[cpSE1.min]
}
if (method == 'Minimum CV') {
mycp <- (tree$cptable[,'CP'])[cpmin.id]
}
return (mycp)
}
conf.multi.mat <- function(true, new)
{
if ( all( is.na(match( levels(true),levels(new) ) )) )
stop ( 'conflict of vector levels')
multi.t <- list()
for (mylev in levels(true) ) {
true.tmp <- true
new.tmp <- new
left.lev <- levels (true.tmp)[- match(mylev,levels(true) ) ]
levels(true.tmp) <- list ( mylev = mylev, all = left.lev )
levels(new.tmp) <- list ( mylev = mylev, all = left.lev )
curr.t <- conf.mat ( true.tmp , new.tmp )
multi.t[[mylev]] <- curr.t
multi.t[[mylev]]$precision <-
round( curr.t$conf[1,1] / sum( curr.t$conf[1,] ), 2 )
}
return (multi.t)
}
x <- t(y)
k <- length(x[1,])
n <- length(x[,1])
x1 <- cbind(x[,par1], x[,1:k!=par1])
mycolnames <- c(colnames(x)[par1], colnames(x)[1:k!=par1])
colnames(x1) <- mycolnames #colnames(x)[par1]
m <- rpart(as.data.frame(x1))
par2
if (par2 != 'No') {
mincp <- autoprune(m,method=par2)
print(mincp)
m <- prune(m,cp=mincp)
}
m$cptable
bitmap(file='test1.png')
plot(as.party(m),tp_args=list(id=FALSE))
dev.off()
bitmap(file='test2.png')
plotcp(m)
dev.off()
cbind(y=m$y,pred=predict(m),res=residuals(m))
myr <- residuals(m)
myp <- predict(m)
bitmap(file='test4.png')
op <- par(mfrow=c(2,2))
plot(myr,ylab='residuals')
plot(density(myr),main='Residual Kernel Density')
plot(myp,myr,xlab='predicted',ylab='residuals',main='Predicted vs Residuals')
plot(density(myp),main='Prediction Kernel Density')
par(op)
dev.off()
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Model Performance',6,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'#',header=TRUE)
a<-table.element(a,'Complexity',header=TRUE)
a<-table.element(a,'split',header=TRUE)
a<-table.element(a,'relative error',header=TRUE)
a<-table.element(a,'CV error',header=TRUE)
a<-table.element(a,'CV S.D.',header=TRUE)
a<-table.row.end(a)
for (i in 1:length(m$cptable[,1])) {
a<-table.row.start(a)
a<-table.element(a,i,header=TRUE)
a<-table.element(a,round(m$cptable[i,'CP'],3))
a<-table.element(a,m$cptable[i,'nsplit'])
a<-table.element(a,round(m$cptable[i,'rel error'],3))
a<-table.element(a,round(m$cptable[i,'xerror'],3))
a<-table.element(a,round(m$cptable[i,'xstd'],3))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')
 





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