R : Copyright 2002, The R Development Core Team
Version 1.5.1  (2002-06-17)

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> invisible(options(echo = TRUE))
> library(rpart)
> 
> target.lrn <- read.table("../lrn/num/472.dat",header=T,colClasses="numeric")
> target.val <- read.table("../val/num/472.dat",header=T,colClasses="numeric")
> target.tst <- read.table("../tst/num/472.dat",header=T,colClasses="numeric")
> 
>  
> y.lrn <- target.lrn[,1]
> y.val <- target.val[,1]
> y.tst <- target.tst[,1]
> y     <- c(y.lrn,y.val,y.tst)
> 
> target.lrn <- read.table("../lrn/num/471.dat",header=T,colClasses="numeric")
> target.val <- read.table("../val/num/471.dat",header=T,colClasses="numeric")
> target.tst <- read.table("../tst/num/471.dat",header=T,colClasses="numeric")
>  
> b.lrn <- target.lrn[,1]
> b.val <- target.val[,1]
> b.tst <- target.tst[,1]
> b     <- c(b.lrn,b.val,b.tst)
> 
> n.lrn <- length(y.lrn)
> n.val <- length(y.val)
> n.tst <- length(y.tst)
> n     <- length(y)
> 
> rm(target.lrn,target.val,target.tst)
> 
> wts <- mat.or.vec(n,1) ; for (i in 1:n.lrn) wts[i]=1
> idx.lrn <- 1:n.lrn
> idx.val <- (n.lrn+1):(n.lrn+n.val)
> idx.tst <- (n.lrn+n.val+1):n
> 
> mod <- read.table("../cty_mod.txt",
+          header=F,colClasses="character",col.names=c("file","feature","type"))
> 
> n.mod <- length(mod$file)
> 
> first.time <- TRUE
> 
> for (i in 1:n.mod) {
+ 
+   fn.lrn <- paste("../lrn/",mod$type[i],"/",mod$file[i],".dat",sep="")
+   fn.val <- paste("../val/",mod$type[i],"/",mod$file[i],".dat",sep="")
+   fn.tst <- paste("../tst/",mod$type[i],"/",mod$file[i],".dat",sep="")
+   print(mod$feature[i])
+ 
+   if (mod$type[i]=="chr") {
+ 
+     f.lrn <- read.table(fn.lrn,
+                header=T,colClasses="character",blank.lines.skip=F)
+     f.val <- read.table(fn.val,
+                header=T,colClasses="character",blank.lines.skip=F)
+     f.tst <- read.table(fn.tst,
+                header=T,colClasses="character",blank.lines.skip=F)
+ 
+     f <- c(f.lrn[,1],f.val[,1],f.tst[,1])
+ 
+     if (mod$feature[i]=="STATE") {
+       f[f=="AS"|f=="DC"|f=="DE"|f=="MA"|f=="ME"|f=="NH"] <- "S1"
+       f[f=="OH"|f=="RI"|f=="VI"|f=="WV"]                 <- "S1"
+       f[f=="AA"|f=="AE"|f=="AP"|f=="CT"|f=="GU"|f=="MD"] <- "S2"
+       f[f=="NJ"|f=="NY"|f=="PA"|f=="VA"|f=="VT"|f=="WY"] <- "S2"
+       f[f=="AK"|f=="UT"|f=="MS"]                         <- "S3"
+       f[f=="NE"|f=="ND"]                                 <- "S4"
+       f[f=="SD"|f=="SC"]                                 <- "S5"
+     } 
+     
+     f <- as.factor(f)
+ 
+     n.lev <- nlevels(f)
+     f.name <- levels(f) 
+     if(n.lev==2) f.name <- c(mod$feature[i],mod$feature[i])
+     print(paste("  nlevels = ",n.lev))
+ 
+     f <- model.matrix(y ~ f - 1)      # Note: Intercept removed.
+     f <- f[,2:n.lev]                  # Note: First dummy deleted.
+     f.name <- f.name[2:n.lev]         # Note: First name deleted.
+ 
+   } else {
+     
+     f.lrn<-read.table(fn.lrn,
+              header=T,colClasses="numeric",blank.lines.skip=F)
+     f.val<-read.table(fn.val,
+              header=T,colClasses="numeric",blank.lines.skip=F)
+     f.tst<-read.table(fn.tst,
+              header=T,colClasses="numeric",blank.lines.skip=F)
+ 
+     f <- c(f.lrn[,1],f.val[,1],f.tst[,1])
+ 
+     f[is.na(f)] <- 0
+ 
+     f.name <- mod$feature[i]
+ 
+     if (mod$feature[i]=="DOB") { 
+       d <- f ; d[d>0] <- 1         # Note: Dummy for missing DOB 
+       f <- cbind(d,f,f^2)          # Note: Quadratic term added to DOB.
+       rm(d)
+       f.name <- c("DOB.0","DOB.1","DOB.2")
+     }
+   }
+ 
+   if (first.time) {
+     X <- f
+     X.names <- f.name
+     first.time <- FALSE
+   } else {
+     X <- cbind(prev.X,f)
+     X.names <- c(prev.X.names,f.name)
+   }
+ 
+   prev.X <- X
+   prev.X.names <- X.names
+ 
+ }
[1] "LASTGIFT"
[1] "PEPSTRFL"
[1] "  nlevels =  2"
[1] "STATE"
[1] "  nlevels =  33"
[1] "RECP3"
[1] "  nlevels =  2"
[1] "DOB"
[1] "MAILCODE"
[1] "  nlevels =  2"
[1] "MHUC2"
[1] "LASTDATE"
[1] "MINRAMNT"
> 
> LAST.by.PEP <- X[,1]*X[,2]
> print("LAST.by.PEP")
[1] "LAST.by.PEP"
> 
> X <- cbind(prev.X,LAST.by.PEP)
> X.names <- c(prev.X.names,"LAST.by.PEP")
> 
> rm(prev.X,prev.X.names)
> rm(f.lrn,f.val,f)
> 
> dimnames(X) <- list(NULL,X.names)
> 
> y.fit <- lm(y~X,weights=wts)       # Note: Validation sample not in fit.
> 
> yhat <- y.fit$fitted.values
> 
> ehat <- y - mean(y)
> mse.nul <- mean(ehat[idx.lrn]^2) 
> 
> ehat <- y.fit$residuals
> mse.lrn <- mean(ehat[idx.lrn]^2)
> mse.val <- mean(ehat[idx.val]^2)
> mse.tst <- mean(ehat[idx.tst]^2)
> 
> print(paste("  mse.nul = ",mse.nul))
[1] "  mse.nul =  20.0992375595439"
> print(paste("  mse.lrn = ",mse.lrn))
[1] "  mse.lrn =  19.9111807739089"
> print(paste("  mse.val = ",mse.val))
[1] "  mse.val =  18.6052588093824"
> print(paste("  mse.tst = ",mse.tst))
[1] "  mse.tst =  17.7951514079773"
> 
> y0    <- y[y<=0] 
> X0    <- X[y<=0,]
> yhat0 <- yhat[y<=0] 
> ehat0 <- ehat[y<=0] 
> 
> idx <- seq(1,length(yhat0),length=4000)
> 
> y0    <- y0[idx]
> X0    <- X0[idx,]
> yhat0 <- yhat0[idx]
> ehat0 <- ehat0[idx]
> 
> y1    <- y[y>0] 
> X1    <- X[y>0,]
> yhat1 <- yhat[y>0] 
> ehat1 <- ehat[y>0] 
> 
> source("psopts.r")
> postscript(file="cty_ehat_yhat.eps")
> 
> plot(x=c(yhat0,yhat1),y=c(ehat0,ehat1),ylab="ehat=y-yhat",xlab="yhat",type="n")
>   points(x=yhat0,y=ehat0,col="black")
>   points(x=yhat1,y=ehat1,col="red")
> 
> dev.off()
null device 
          1 
> 
> p <- ncol(X)
> 
> for (i in (1:p)) {
+   feature <- dimnames(X)[[2]][i]
+   filename <- paste("cty_target_",feature,".eps",sep="")
+   postscript(file=filename) 
+ 
+   plot(x=c(X0[,i],X1[,i]),y=c(y0,y1),ylab="target",xlab=feature,type="n")
+ #   points(x=X0[,i],y=y0,col="black")
+     points(x=X1[,i],y=y1,col="red")
+ 
+   dev.off()
+ }
>   
>   
> 
> 
> proc.time()
[1] 85.85  8.57 95.04  0.00  0.00
>