Library: | xclust |
See also: | cartsplit cartsplitopt cartcv leafnum maketr pred prune prunecv pruneseq prunetot ssr kuva |
Macro: | prederr | |
Description: | Given a regression tree and observations gives the mean predicton error of the regression tree for that data. |
Usage: | mssr = prederr (tr, x, y, type) | |
Input: | ||
tr | list of vectors: data structure which represents a binary tree and is produced by cartsplit procedure, contains vectors tr.val, tr.vec, tr.mean, tr.ssr, tr.nelem. See cartsplit for the description of tr. | |
x | n x p vector: represents n points in the sample space at which the prediction of the regression tree will be calculated. | |
y | n x 1 vector: contains the values of the response variable. | |
type | p x 1 vector: contains the types of the original regression variables, 1 means that the corresponding variable is continuous and 0 that it is categorical. This vector should be similar to the vector which was given originally as an input to the cartsplit which produced the regression tree tr. | |
Output: | ||
mssr | real number >0: mean of the squared residuals, that is, sum of squared differences between predictions and observations, divided by the number of observations n. |
; loads the library xclust library ("xclust") ;let us generate a tree by cartsplit procedure x1=#(0,0,0,0,1,1,1,1,1,2) x2=#(0,0,0,0,0,0,0,1,1,1) x=x1~x2 y=#(0,0,0,0,100,100,100,120,120,120) tree=cartsplit(x,y,#(0,1)) tree xmat=uniform(5,2) xmat ymat=uniform(5,1) ymat mssr=prederr(tree,xmat,ymat,#(0,1)) mssr
Content of object tr.val.split0 [1,] 0 [2,] 1,2 Content of object tr.val.split1 [1,] NaN Content of object tr.val.split2 [1,] 0 Content of object tr.val.split3 [1,] NaN Content of object tr.val.split4 [1,] NaN Content of object tr.vec [1,] 1.000000 [2,] NaN [3,] 2.000000 [4,] NaN [5,] NaN Content of object tr.mean [1,] 66.000000 [2,] 0.000000 [3,] 110.000000 [4,] 100.000000 [5,] 120.000000 Content of object tr.ssr [1,] 29640.000000 [2,] 0.000000 [3,] 600.000000 [4,] 0.000000 [5,] 0.000000 Content of object tr.nelem [1,] 10.000000 [2,] 4.000000 [3,] 6.000000 [4,] 3.000000 [5,] 3.000000 Content of object xmat [1,] 0.000000 0.231587 [2,] 0.003027 0.429810 [3,] 0.124776 0.604880 [4,] 0.420721 0.615851 [5,] 0.003547 0.262006 Content of object ymat [1,] 0.749410 [2,] 0.997687 [3,] 0.248579 [4,] 0.437815 [5,] 0.791837 Content of object mssr [1,] 0.487495
Library: | xclust |
See also: | cartsplit cartsplitopt cartcv leafnum maketr pred prune prunecv pruneseq prunetot ssr kuva |