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FM50,regression tree,steven,coomans,thesis,per2maand

*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: Wed, 26 May 2010 11:38:31 +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/May/26/t1274873949szq5at1cfuwrc3m.htm/, Retrieved Wed, 26 May 2010 13:39:12 +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/May/26/t1274873949szq5at1cfuwrc3m.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:

FM50,regression tree,steven,coomans,thesis,per2maand

Dataseries X:

» Textbox « » Textfile « » CSV «

1201.42 NA 1201.52699174648 1638.54139885537 1156.65 1157.2125 1201.42 1157.41646441400 1497.05173429845 1504.775 1722.05 1196.99925 1721.96970488708 1595.11391392574 1509.55 1918.2475 1249.504325 1918.17344273383 1810.81733236927 1635.05 1930.4575 1316.3786425 1930.48017222676 1804.12932358113 1856.9 1264.1775 1377.78652825 1263.99969486656 1735.32747882431 1329.875 1456.3725 1366.425625425 1456.29994042014 1507.49011430111 1361.5 2168.985 1375.4203128825 2168.79723376114 1765.26576138598 1038 1983.765 1454.77678159425 1983.89302511237 1934.23830420204 1537 1672.695 1507.67560343483 1672.92990971789 1750.23627132221 1834.525 1938.575 1524.17754309134 1938.52541901855 1727.68342690282 2001.9 1307.6425 1565.61728878221 1307.50607718124 1736.51705207453 1638 1523.3425 1539.81980990399 1523.21360851071 1352.55910680891 1466.4 1928.39 1538.17207891359 1928.25609237535 1581.65625637482 1775.4 2208.435 1577.19387102223 2208.49199362838 1889.40575429802 2066.75 2290.175 1640.31798392001 2290.220544191 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 Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	2 seconds
R Server	'George Udny Yule' @ 72.249.76.132
R Framework error message	Warning: there are blank lines in the 'Data X' field. Please, use NA for missing data - blank lines are simply deleted and are NOT treated as missing values.

Model Performance
#	Complexity	split	relative error	CV error	CV S.D.
1	0.787	0	1	1.046	0.194
2	0.01	1	0.213	0.244	0.053

Charts produced by software:

http://www.freestatistics.org/blog/date/2010/May/26/t1274873949szq5at1cfuwrc3m/1gu051274873909.png (open in new window)

http://www.freestatistics.org/blog/date/2010/May/26/t1274873949szq5at1cfuwrc3m/1gu051274873909.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/May/26/t1274873949szq5at1cfuwrc3m/29li81274873909.png (open in new window)

http://www.freestatistics.org/blog/date/2010/May/26/t1274873949szq5at1cfuwrc3m/29li81274873909.ps (open in new window)

http://www.freestatistics.org/blog/date/2010/May/26/t1274873949szq5at1cfuwrc3m/39li81274873909.png (open in new window)

http://www.freestatistics.org/blog/date/2010/May/26/t1274873949szq5at1cfuwrc3m/39li81274873909.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')

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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