Return Cross-Validated Predictions
Usage
xpred.rpart(fit, xval=10, cp)
Arguments
fit
|
a rpart object.
|
xval
|
number of cross-validation groups. This may also be an explicit list of
integers that define the cross-validation groups.
|
cp
|
the desired list of complexity values. By default it is taken from the
cptable component of the fit.
|
Description
Gives the predicted values for an rpart
fit, under cross validation, for
a set of complexity parameter values.Details
Complexity penalties are actually ranges, not values. If the cp
values found
in the table were .36, .28, and .13, for instance, this means that the first
row of the table holds for all complexity penalties in the range [.36,1],
the second row for cp in the range [.28, .36) and the third row for
[.13,.28). By default, the geometric mean of each interval is used
for cross validation.Value
a matrix with one row for each observation and one column for each complexity
value.See Also
rpart
Examples
data(car.test.frame)
fit <- rpart(Mileage ~ Weight, car.test.frame)
xmat <- xpred.rpart(fit)
xerr <- (xmat - car.test.frame$Mileage)^2
apply(xerr, 2, sum) # cross-validated error estimate
# approx same result as rel. error from printcp(fit)
apply(xerr, 2, sum)/var(car.test.frame$Mileage)
printcp(fit)