R Under development (unstable) (2014-01-25 r64879) -- "Unsuffered Consequences" Copyright (C) 2014 The R Foundation for Statistical Computing Platform: x86_64-apple-darwin13.0.0 (64-bit) R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > # > # Simplest weight test: treble the weights > # > # By using the unshrunken estimates the weights will nearly cancel > # out: frame$wt, frame$dev, frame$yval2, and improvement will all > # be threefold larger, other things will be the same. > # The improvement is the splits matrix, column 3, rows with n>0. Other > # rows are surrogate splits. > library(rpart) > require(survival) Loading required package: survival Loading required package: splines > > tempc <- rpart.control(maxsurrogate=0, cp=0, xval=0) > fit1 <- rpart(Surv(pgtime, pgstat) ~ age + eet + g2+grade+gleason +ploidy, + stagec, control=tempc, + method='poisson', parms=list(shrink=0)) > wts <- rep(3, nrow(stagec)) > fit1b <- rpart(Surv(pgtime, pgstat) ~ age + eet + g2+grade+gleason +ploidy, + stagec, control= tempc, parms=list(shrink=0), + method='poisson', weights=wts) > fit1b$frame$wt <- fit1b$frame$wt/3 > fit1b$frame$dev <- fit1b$frame$dev/3 > fit1b$frame$yval2[,2] <- fit1b$frame$yval2[,2]/3 > fit1b$splits[,3] <- fit1b$splits[,3]/3 > zz <- match(c("call", "variable.importance"), names(fit1)) > all.equal(fit1[-zz], fit1b[-zz]) #all but the "call" and importance [1] TRUE > all.equal(fit1b$variable.importance/fit1$variable.importance, rep(3,4), + check.attributes = FALSE) [1] TRUE > > # > # Compare a pair of multiply weighted fits > # In this one, the lengths of where and y won't match > # I have to set minsplit to the smallest possible, because otherwise > # the replicated data set will sometimes have enough "n" to split, but > # the weighted one won't. Use of CP keeps the degenerate splits > # (n=2, several covariates with exactly the same improvement) at bay. > # For larger trees, the weighted split will sometimes have fewer > # surrogates, because of the "at least two obs" rule. > # > # Create a reproducable psuedo random order using the logisic attractor > pseudo <- double(nrow(stagec)) > pseudo[1] <- pi/4 > for (i in 2:nrow(stagec)) pseudo[i] <- 4*pseudo[i-1]*(1 - pseudo[i-1]) > > wts <- rep(1:5, length=nrow(stagec)) > temp <- rep(1:nrow(stagec), wts) #row replicates > xgrp <- rep(1:10, length=146)[order(pseudo)] > xgrp2<- rep(xgrp, wts) > # Direct: replicate rows in the data set, and use unweighted > fit2 <- rpart(Surv(pgtime, pgstat) ~ age + eet + g2+grade+gleason +ploidy, + control=rpart.control(minsplit=2, xval=xgrp2, cp=.025), + data=stagec[temp,], method='poisson') > > # Weighted > fit2b<- rpart(Surv(pgtime, pgstat) ~ age + eet + g2+grade+gleason +ploidy, + control=rpart.control(minsplit=2, xval=xgrp, cp=.025), + data=stagec, method='poisson', weight=wts) > > all.equal(fit2$frame[-2], fit2b$frame[-2]) # the "n" component won't match [1] TRUE > all.equal(fit2$cptable, fit2b$cptable) [1] TRUE > #all.equal(fit2$splits[,-1],fit2b$splits[,-1]) #fails > toss <- c(49, 64) > all.equal(fit2$splits[-toss,-1],fit2b$splits[-toss,-1]) #ok [1] TRUE > all.equal(fit2$csplit, fit2b$csplit) [1] TRUE > # Line 49 is a surrogate split in a group whose 2 smallest ages are > # 47 and 48. The weighted fit won't split there because it wants to > # send at least 2 obs to the left; the replicate fit thinks that there > # are several 47's. > > > > > > > proc.time() user system elapsed 0.252 0.028 0.262