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*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: Fri, 10 Dec 2010 15:28:13 +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/10/t1291994784pmmgupaps510py9.htm/, Retrieved Fri, 10 Dec 2010 16:26:24 +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/10/t1291994784pmmgupaps510py9.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 «
24 26 38 23 10 11 25 23 36 15 10 11 30 25 23 25 10 11 19 23 30 18 10 11 22 19 26 21 10 11 22 29 26 19 10 11 25 25 30 15 13 12 23 21 27 22 10 11 17 22 34 19 10 11 21 25 28 20 13 9 19 24 36 26 10 11 19 18 42 26 10 11 15 22 31 21 10 11 23 22 26 19 10 11 27 28 16 19 13 12 14 12 23 19 10 11 23 20 45 28 10 11 19 21 30 27 10 11 18 23 45 18 10 11 20 28 30 19 10 11 23 24 24 24 10 11 25 24 29 21 13 12 19 24 30 22 13 9 24 23 31 25 10 11 25 29 34 15 10 11 26 24 41 34 10 11 29 18 37 23 10 11 32 25 33 19 10 11 29 26 48 15 10 11 28 22 44 15 10 11 17 22 29 17 10 11 28 22 44 30 13 9 26 30 43 28 10 11 25 23 31 23 10 11 14 17 28 23 10 11 25 23 26 21 10 11 26 23 30 18 10 11 20 25 27 19 15 11 18 24 34 24 10 11 32 24 47 15 10 11 25 21 37 24 13 16 21 24 27 20 10 11 20 28 30 20 10 11 30 20 36 44 10 11 24 29 39 20 10 11 26 27 32 20 10 11 24 22 25 20 10 11 22 28 19 11 10 11 14 16 29 21 10 11 24 25 26 21 13 9 24 24 31 19 13 12 24 28 31 21 10 11 24 24 31 17 10 11 22 24 39 19 10 11 27 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'Sir Ronald Aylmer Fisher' @ 193.190.124.24


Goodness of Fit
Correlation0.4677
R-squared0.2188
RMSE3.4897


Actuals, Predictions, and Residuals
#ActualsForecastsResiduals
12623.55434782608702.44565217391304
22323.5543478260870-0.554347826086957
32521.07692307692313.92307692307692
42323.5543478260870-0.554347826086957
51923.5543478260870-4.55434782608696
62923.55434782608705.44565217391304
72523.55434782608701.44565217391304
82123.5543478260870-2.55434782608696
92223.5543478260870-1.55434782608696
102523.55434782608701.44565217391304
112421.07692307692312.92307692307692
121821.0769230769231-3.07692307692308
132216.6255.375
142223.5543478260870-1.55434782608696
152823.55434782608704.44565217391304
161216.625-4.625
172021.0769230769231-1.07692307692308
182121.0769230769231-0.0769230769230766
192323.5543478260870-0.554347826086957
202823.55434782608704.44565217391304
212423.55434782608700.445652173913043
222423.55434782608700.445652173913043
232423.55434782608700.445652173913043
242321.07692307692311.92307692307692
252923.55434782608705.44565217391304
262421.07692307692312.92307692307692
271823.5543478260870-5.55434782608696
282523.55434782608701.44565217391304
292623.55434782608702.44565217391304
302223.5543478260870-1.55434782608696
312223.5543478260870-1.55434782608696
322221.07692307692310.923076923076923
333021.07692307692318.92307692307692
342323.5543478260870-0.554347826086957
351716.6250.375
362323.5543478260870-0.554347826086957
372323.5543478260870-0.554347826086957
382523.55434782608701.44565217391304
392423.55434782608700.445652173913043
402423.55434782608700.445652173913043
412123.5543478260870-2.55434782608696
422423.55434782608700.445652173913043
432823.55434782608704.44565217391304
442021.0769230769231-1.07692307692308
452923.55434782608705.44565217391304
462723.55434782608703.44565217391304
472223.5543478260870-1.55434782608696
482823.55434782608704.44565217391304
491616.625-0.625
502523.55434782608701.44565217391304
512423.55434782608700.445652173913043
522823.55434782608704.44565217391304
532423.55434782608700.445652173913043
542423.55434782608700.445652173913043
552123.5543478260870-2.55434782608696
562523.55434782608701.44565217391304
572523.55434782608701.44565217391304
582223.5543478260870-1.55434782608696
592323.5543478260870-0.554347826086957
602623.55434782608702.44565217391304
612523.55434782608701.44565217391304
622123.5543478260870-2.55434782608696
632523.55434782608701.44565217391304
642423.55434782608700.445652173913043
652923.55434782608705.44565217391304
662223.5543478260870-1.55434782608696
672723.55434782608703.44565217391304
682623.55434782608702.44565217391304
692421.07692307692312.92307692307692
702723.55434782608703.44565217391304
712423.55434782608700.445652173913043
722423.55434782608700.445652173913043
732923.55434782608705.44565217391304
742221.07692307692310.923076923076923
752423.55434782608700.445652173913043
762423.55434782608700.445652173913043
772323.5543478260870-0.554347826086957
782023.5543478260870-3.55434782608696
792723.55434782608703.44565217391304
802621.07692307692314.92307692307692
812523.55434782608701.44565217391304
822121.0769230769231-0.0769230769230766
831923.5543478260870-4.55434782608696
842121.0769230769231-0.0769230769230766
851621.0769230769231-5.07692307692308
862923.55434782608705.44565217391304
871523.5543478260870-8.55434782608696
881723.5543478260870-6.55434782608696
891523.5543478260870-8.55434782608696
902116.6254.375
911916.6252.375
922421.07692307692312.92307692307692
931721.0769230769231-4.07692307692308
942323.5543478260870-0.554347826086957
951421.0769230769231-7.07692307692308
961923.5543478260870-4.55434782608696
972423.55434782608700.445652173913043
981316.625-3.625
992223.5543478260870-1.55434782608696
1001623.5543478260870-7.55434782608696
1011921.0769230769231-2.07692307692308
1022523.55434782608701.44565217391304
1032523.55434782608701.44565217391304
1042321.07692307692311.92307692307692
1052423.55434782608700.445652173913043
1062623.55434782608702.44565217391304
1072623.55434782608702.44565217391304
1082523.55434782608701.44565217391304
1092123.5543478260870-2.55434782608696
1102623.55434782608702.44565217391304
1112323.5543478260870-0.554347826086957
1121323.5543478260870-10.5543478260870
1132423.55434782608700.445652173913043
1141423.5543478260870-9.55434782608696
1151021.0769230769231-11.0769230769231
1162423.55434782608700.445652173913043
1172221.07692307692310.923076923076923
1182423.55434782608700.445652173913043
1192023.5543478260870-3.55434782608696
1201316.625-3.625
1212023.5543478260870-3.55434782608696
1222223.5543478260870-1.55434782608696
1232423.55434782608700.445652173913043
1242021.0769230769231-1.07692307692308
1252221.07692307692310.923076923076923
1262021.0769230769231-1.07692307692308
 
Charts produced by software:
http://www.freestatistics.org/blog/date/2010/Dec/10/t1291994784pmmgupaps510py9/2wwt41291994884.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/10/t1291994784pmmgupaps510py9/2wwt41291994884.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/10/t1291994784pmmgupaps510py9/3wwt41291994884.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/10/t1291994784pmmgupaps510py9/3wwt41291994884.ps (open in new window)


http://www.freestatistics.org/blog/date/2010/Dec/10/t1291994784pmmgupaps510py9/40era1291994884.png (open in new window)
http://www.freestatistics.org/blog/date/2010/Dec/10/t1291994784pmmgupaps510py9/40era1291994884.ps (open in new window)


 
Parameters (Session):
par1 = 2 ; par2 = none ; par3 = 3 ; par4 = no ;
 
Parameters (R input):
par1 = 2 ; 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

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This work is licensed under a Creative Commons Attribution-Noncommercial-Share Alike 3.0 License.

Software written by Ed van Stee & Patrick Wessa


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