data()
data(iris)
View(iris)
class(iris)
## [1] "data.frame"
str(iris)
## 'data.frame': 150 obs. of 5 variables:
## $ Sepal.Length: num 5.1 4.9 4.7 4.6 5 5.4 4.6 5 4.4 4.9 ...
## $ Sepal.Width : num 3.5 3 3.2 3.1 3.6 3.9 3.4 3.4 2.9 3.1 ...
## $ Petal.Length: num 1.4 1.4 1.3 1.5 1.4 1.7 1.4 1.5 1.4 1.5 ...
## $ Petal.Width : num 0.2 0.2 0.2 0.2 0.2 0.4 0.3 0.2 0.2 0.1 ...
## $ Species : Factor w/ 3 levels "setosa","versicolor",..: 1 1 1 1 1 1 1 1 1 1 ...
summary(iris)
## Sepal.Length Sepal.Width Petal.Length Petal.Width
## Min. :4.300 Min. :2.000 Min. :1.000 Min. :0.100
## 1st Qu.:5.100 1st Qu.:2.800 1st Qu.:1.600 1st Qu.:0.300
## Median :5.800 Median :3.000 Median :4.350 Median :1.300
## Mean :5.843 Mean :3.057 Mean :3.758 Mean :1.199
## 3rd Qu.:6.400 3rd Qu.:3.300 3rd Qu.:5.100 3rd Qu.:1.800
## Max. :7.900 Max. :4.400 Max. :6.900 Max. :2.500
## Species
## setosa :50
## versicolor:50
## virginica :50
##
##
##
head(iris)
## Sepal.Length Sepal.Width Petal.Length Petal.Width Species
## 1 5.1 3.5 1.4 0.2 setosa
## 2 4.9 3.0 1.4 0.2 setosa
## 3 4.7 3.2 1.3 0.2 setosa
## 4 4.6 3.1 1.5 0.2 setosa
## 5 5.0 3.6 1.4 0.2 setosa
## 6 5.4 3.9 1.7 0.4 setosa
head(iris, 10)
## Sepal.Length Sepal.Width Petal.Length Petal.Width Species
## 1 5.1 3.5 1.4 0.2 setosa
## 2 4.9 3.0 1.4 0.2 setosa
## 3 4.7 3.2 1.3 0.2 setosa
## 4 4.6 3.1 1.5 0.2 setosa
## 5 5.0 3.6 1.4 0.2 setosa
## 6 5.4 3.9 1.7 0.4 setosa
## 7 4.6 3.4 1.4 0.3 setosa
## 8 5.0 3.4 1.5 0.2 setosa
## 9 4.4 2.9 1.4 0.2 setosa
## 10 4.9 3.1 1.5 0.1 setosa
help(head)
## starting httpd help server ... done
?head
iris[ 1 , ]
## Sepal.Length Sepal.Width Petal.Length Petal.Width Species
## 1 5.1 3.5 1.4 0.2 setosa
iris[ c(1,2,3) , ]
## Sepal.Length Sepal.Width Petal.Length Petal.Width Species
## 1 5.1 3.5 1.4 0.2 setosa
## 2 4.9 3.0 1.4 0.2 setosa
## 3 4.7 3.2 1.3 0.2 setosa
iris[ 1:3 , ]
## Sepal.Length Sepal.Width Petal.Length Petal.Width Species
## 1 5.1 3.5 1.4 0.2 setosa
## 2 4.9 3.0 1.4 0.2 setosa
## 3 4.7 3.2 1.3 0.2 setosa
iris[ 1 , 1 ]
## [1] 5.1
iris[ 1 ,'Sepal.Length' ]
## [1] 5.1
iris[ 1 , c(1,2)]
## Sepal.Length Sepal.Width
## 1 5.1 3.5
iris[ 1 , c('Sepal.Length','Sepal.Width')]
## Sepal.Length Sepal.Width
## 1 5.1 3.5
head(iris$Sepal.Length)
## [1] 5.1 4.9 4.7 4.6 5.0 5.4
head(iris[iris$Species == 'setosa', ])
## Sepal.Length Sepal.Width Petal.Length Petal.Width Species
## 1 5.1 3.5 1.4 0.2 setosa
## 2 4.9 3.0 1.4 0.2 setosa
## 3 4.7 3.2 1.3 0.2 setosa
## 4 4.6 3.1 1.5 0.2 setosa
## 5 5.0 3.6 1.4 0.2 setosa
## 6 5.4 3.9 1.7 0.4 setosa
idx <- (iris$Species == 'setosa') & (iris$Sepal.Length > 5)
head(iris[ idx , ])
## Sepal.Length Sepal.Width Petal.Length Petal.Width Species
## 1 5.1 3.5 1.4 0.2 setosa
## 6 5.4 3.9 1.7 0.4 setosa
## 11 5.4 3.7 1.5 0.2 setosa
## 15 5.8 4.0 1.2 0.2 setosa
## 16 5.7 4.4 1.5 0.4 setosa
## 17 5.4 3.9 1.3 0.4 setosa
idx2 <- (iris$Species == 'setosa') | (iris$Sepal.Length > 5)
head(iris[ idx2 , ])
## Sepal.Length Sepal.Width Petal.Length Petal.Width Species
## 1 5.1 3.5 1.4 0.2 setosa
## 2 4.9 3.0 1.4 0.2 setosa
## 3 4.7 3.2 1.3 0.2 setosa
## 4 4.6 3.1 1.5 0.2 setosa
## 5 5.0 3.6 1.4 0.2 setosa
## 6 5.4 3.9 1.7 0.4 setosa
heights <- c(172, 180, 168 , 183, 155)
sort(heights)
## [1] 155 168 172 180 183
sort(heights, decreasing = TRUE)
## [1] 183 180 172 168 155
order(heights)
## [1] 5 3 1 2 4
heights[order(heights)]
## [1] 155 168 172 180 183
order(heights, decreasing = TRUE)
## [1] 4 2 1 3 5
heights[order(heights, decreasing = TRUE)]
## [1] 183 180 172 168 155
head(sort(iris$Sepal.Length, decreasing = TRUE))
## [1] 7.9 7.7 7.7 7.7 7.7 7.6
head(iris[order(iris$Sepal.Length, decreasing = TRUE), ])
## Sepal.Length Sepal.Width Petal.Length Petal.Width Species
## 132 7.9 3.8 6.4 2.0 virginica
## 118 7.7 3.8 6.7 2.2 virginica
## 119 7.7 2.6 6.9 2.3 virginica
## 123 7.7 2.8 6.7 2.0 virginica
## 136 7.7 3.0 6.1 2.3 virginica
## 106 7.6 3.0 6.6 2.1 virginica
tb <- table(iris$Species)
pie(tb)
barplot(tb, col="blue")
hist(iris$Sepal.Length)
boxplot(iris$Sepal.Length)
boxplot(iris$Petal.Width ~ iris$Species)
plot(iris$Petal.Length, iris$Petal.Width)
plot(iris$Petal.Length, iris$Petal.Width, col=iris$Species)
## 使用R 探索資料
#download.file('https://raw.githubusercontent.com/ywchiu/cathayr/master/data/lvr_prices.csv', 'lvr_prices.csv')
library(readr)
lvr_prices <- read_csv("D:/OS DATA/Desktop/lvr_prices.csv")
## Warning: Missing column names filled in: 'X1' [1]
## Parsed with column specification:
## cols(
## .default = col_character(),
## X1 = col_integer(),
## land_sqmeter = col_double(),
## trading_ymd = col_date(format = ""),
## finish_ymd = col_date(format = ""),
## building_sqmeter = col_double(),
## room = col_integer(),
## living_room = col_integer(),
## bath = col_integer(),
## total_price = col_integer(),
## price_per_sqmeter = col_double(),
## parking_sqmeter = col_double(),
## parking_price = col_integer()
## )
## See spec(...) for full column specifications.
## Warning in rbind(names(probs), probs_f): number of columns of result is not
## a multiple of vector length (arg 1)
## Warning: 32 parsing failures.
## row # A tibble: 5 x 5 col row col expected actual expected <int> <chr> <chr> <chr> actual 1 1282 total_price an integer 6700000000 file 2 2243 total_price an integer 3882685600 row 3 2244 total_price an integer 3373314400 col 4 4629 total_price an integer 3050000000 expected 5 5890 total_price an integer 3133800000 actual # ... with 1 more variables: file <chr>
## ... ................. ... ......................................... ........ ......................................... ...... ......................................... .... ......................................... ... ......................................... ... ......................................... ........ ......................................... ...... .......................................
## See problems(...) for more details.
#View(lvr_prices)
getwd()
## [1] "D:/OS DATA/Desktop"
daan <- lvr_prices[lvr_prices$area == '大安區',]
#?sum
sum(as.numeric(daan$total_price), na.rm = TRUE)
## [1] 2.79477e+11
mean(as.numeric(daan$total_price), na.rm = TRUE)
## [1] 29798170
median(as.numeric(daan$total_price), na.rm = TRUE)
## [1] 2e+07
temp <- c(34,31,21,24,26,28,27)
# mean = sum / count
sum(temp) / length(temp)
## [1] 27.28571
mean(temp)
## [1] 27.28571
temp <- c(34,31,21,24,26,28,27, 999)
mean(temp)
## [1] 148.75
sort(temp)
## [1] 21 24 26 27 28 31 34 999
median(temp)
## [1] 27.5
daan <- lvr_prices[ (lvr_prices$area == '大安區') & (lvr_prices$trading_target == '房地(土地+建物)') & (lvr_prices$city_land_type == '住') , ]
summary(as.numeric(daan$total_price), na.rm = TRUE)
## Min. 1st Qu. Median Mean 3rd Qu. Max. NA's
## 1.000e+04 1.353e+07 2.168e+07 2.656e+07 3.200e+07 1.870e+09 3
summary(as.numeric(daan$price_per_sqmeter), na.rm = TRUE)
## Min. 1st Qu. Median Mean 3rd Qu. Max. NA's
## 0 197403 249182 254814 293166 2080354 4
254814/0.3025
## [1] 842360.3
zhongshan <- lvr_prices[lvr_prices$area == '中山區', c('total_price', 'address')]
head(zhongshan)
## # A tibble: 6 x 2
## total_price address
## <int> <chr>
## 1 5960000 臺北市中山區合江街31~60號
## 2 20200000 臺北市中山區中山北路二段183巷1~30號
## 3 4050000 臺北市中山區吉林路361~390號
## 4 1900000 長安段三小段271~300地號
## 5 14800000 臺北市中山區林森北路485巷1~30號
## 6 10200000 臺北市中山區建國北路三段93巷5弄1~30號
head(sort(zhongshan$total_price))
## [1] 0 0 10860 16000 18060 21244
head(sort(zhongshan$total_price, decreasing = TRUE))
## [1] 1850000000 1400000000 1084948034 1011136500 952875000 903865500
res <- zhongshan[order(zhongshan$total_price, decreasing = TRUE), ]
head(res,3 )
## # A tibble: 3 x 2
## total_price address
## <int> <chr>
## 1 1850000000 臺北市中山區建國北路一段138巷1~30號
## 2 1400000000 臺北市中山區南京東路三段1~30號
## 3 1084948034 中山段二小段31~60地號
res[1:3,]
## # A tibble: 3 x 2
## total_price address
## <int> <chr>
## 1 1850000000 臺北市中山區建國北路一段138巷1~30號
## 2 1400000000 臺北市中山區南京東路三段1~30號
## 3 1084948034 中山段二小段31~60地號
addNumber <- function(a, b){
return(a+b)
}
addNumber(3,5)
## [1] 8
getTopThree <- function(area){
zhongshan <- lvr_prices[lvr_prices$area == area, c('total_price', 'address')]
res <- zhongshan[order(zhongshan$total_price, decreasing = TRUE), ]
return(res[1:3,] )
}
getTopThree('信義區')
## # A tibble: 3 x 2
## total_price address
## <int> <chr>
## 1 1000000000 臺北市信義區基隆路一段151~180號
## 2 921800000 雅祥段三小段721~750地號
## 3 868000000 臺北市信義區忠孝東路五段236巷61~90號
tapply(lvr_prices$total_price, lvr_prices$area , function(e) mean(e, na.rm=TRUE) )
## 士林區 大同區 大安區 中山區 中正區 內湖區 文山區 北投區
## 24139903 18063872 29798170 26708805 30154011 27905514 16953869 20626410
## 松山區 信義區 南港區 萬華區
## 25652125 24725051 25235793 13642289
price_per_sec <- tapply(lvr_prices$total_price, lvr_prices$area , function(e) mean(e, na.rm=TRUE) )
barplot(price_per_sec)
barplot(sort(price_per_sec, decreasing = TRUE), main = '各區平均價格', xlab = '區域', ylab = '價格', col= "blue")
a <- c(1,20,30,40,50,60,70,80,999)
median(a)
## [1] 50
quantile(a, 0.25)
## 25%
## 30
quantile(a, 0.75)
## 75%
## 70
IQR(a)
## [1] 40
boxplot(a)
a <- c(1,20,30,40,50,60,70,80,90)
median(a)
## [1] 50
quantile(a, 0.25)
## 25%
## 30
quantile(a, 0.75)
## 75%
## 70
IQR(a)
## [1] 40
boxplot(a)
boxplot(total_price ~ area, data = lvr_prices)
## Warning in x[floor(d)] + x[ceiling(d)]: 整數向上溢位產生了 NA
## Warning in x[floor(d)] + x[ceiling(d)]: 整數向上溢位產生了 NA
## Warning in x[floor(d)] + x[ceiling(d)]: 整數向上溢位產生了 NA
## Warning in x[floor(d)] + x[ceiling(d)]: 整數向上溢位產生了 NA
## Warning in x[floor(d)] + x[ceiling(d)]: 整數向上溢位產生了 NA
## Warning in x[floor(d)] + x[ceiling(d)]: 整數向上溢位產生了 NA
## Warning in x[floor(d)] + x[ceiling(d)]: 整數向上溢位產生了 NA
## Warning in x[floor(d)] + x[ceiling(d)]: 整數向上溢位產生了 NA
## Warning in x[floor(d)] + x[ceiling(d)]: 整數向上溢位產生了 NA
boxplot(log(total_price) ~ area, data = lvr_prices, main= "房價箱型圖", xlab = "區域", ylab = "價格(log)")
## Warning in bplt(at[i], wid = width[i], stats = z$stats[, i], out = z$out[z
## $group == : Outlier (-Inf) in boxplot 1 is not drawn
## Warning in bplt(at[i], wid = width[i], stats = z$stats[, i], out = z$out[z
## $group == : Outlier (-Inf) in boxplot 2 is not drawn
## Warning in bplt(at[i], wid = width[i], stats = z$stats[, i], out = z$out[z
## $group == : Outlier (-Inf) in boxplot 3 is not drawn
## Warning in bplt(at[i], wid = width[i], stats = z$stats[, i], out = z$out[z
## $group == : Outlier (-Inf) in boxplot 4 is not drawn
## Warning in bplt(at[i], wid = width[i], stats = z$stats[, i], out = z$out[z
## $group == : Outlier (-Inf) in boxplot 6 is not drawn
## DPLYR
#install.packages('dplyr')
library(dplyr)
##
## Attaching package: 'dplyr'
## The following objects are masked from 'package:stats':
##
## filter, lag
## The following objects are masked from 'package:base':
##
## intersect, setdiff, setequal, union
help(package='dplyr')
# R Style Filter
head(lvr_prices[ lvr_prices$area == '中山區' , ])
## # A tibble: 6 x 29
## X1 area trading_target address
## <int> <chr> <chr> <chr>
## 1 13 中山區 房地(土地+建物) 臺北市中山區合江街31~60號
## 2 14 中山區 房地(土地+建物) 臺北市中山區中山北路二段183巷1~30號
## 3 16 中山區 房地(土地+建物) 臺北市中山區吉林路361~390號
## 4 17 中山區 土地 長安段三小段271~300地號
## 5 24 中山區 房地(土地+建物) 臺北市中山區林森北路485巷1~30號
## 6 39 中山區 房地(土地+建物) 臺北市中山區建國北路三段93巷5弄1~30號
## # ... with 25 more variables: land_sqmeter <dbl>, city_land_type <chr>,
## # non_city_land_type <chr>, non_city_code <chr>, trading_ymd <date>,
## # trading_num <chr>, floor <chr>, total_floor <chr>,
## # building_type <chr>, main_purpose <chr>, built_with <chr>,
## # finish_ymd <date>, building_sqmeter <dbl>, room <int>,
## # living_room <int>, bath <int>, compartment <chr>, management <chr>,
## # total_price <int>, price_per_sqmeter <dbl>, parking_type <chr>,
## # parking_sqmeter <dbl>, parking_price <int>, comments <chr>,
## # numbers <chr>
# dplyr Style Filter
head(filter(lvr_prices, area == '中山區'))
## # A tibble: 6 x 29
## X1 area trading_target address
## <int> <chr> <chr> <chr>
## 1 13 中山區 房地(土地+建物) 臺北市中山區合江街31~60號
## 2 14 中山區 房地(土地+建物) 臺北市中山區中山北路二段183巷1~30號
## 3 16 中山區 房地(土地+建物) 臺北市中山區吉林路361~390號
## 4 17 中山區 土地 長安段三小段271~300地號
## 5 24 中山區 房地(土地+建物) 臺北市中山區林森北路485巷1~30號
## 6 39 中山區 房地(土地+建物) 臺北市中山區建國北路三段93巷5弄1~30號
## # ... with 25 more variables: land_sqmeter <dbl>, city_land_type <chr>,
## # non_city_land_type <chr>, non_city_code <chr>, trading_ymd <date>,
## # trading_num <chr>, floor <chr>, total_floor <chr>,
## # building_type <chr>, main_purpose <chr>, built_with <chr>,
## # finish_ymd <date>, building_sqmeter <dbl>, room <int>,
## # living_room <int>, bath <int>, compartment <chr>, management <chr>,
## # total_price <int>, price_per_sqmeter <dbl>, parking_type <chr>,
## # parking_sqmeter <dbl>, parking_price <int>, comments <chr>,
## # numbers <chr>
# R Style Select
head(lvr_prices[ , c('total_price')])
## # A tibble: 6 x 1
## total_price
## <int>
## 1 18680000
## 2 20300000
## 3 132096
## 4 4200000
## 5 14000000
## 6 255000
# dplyr Style Select
head(select(lvr_prices, total_price))
## # A tibble: 6 x 1
## total_price
## <int>
## 1 18680000
## 2 20300000
## 3 132096
## 4 4200000
## 5 14000000
## 6 255000
# R Style Data Manipulation
sum(tail(head(iris), 3)$Sepal.Length)
## [1] 15
# magrittr Style Data Manipulation
iris %>% head() %>% tail(3) %>% .$Sepal.Length %>% sum()
## [1] 15
lvr_prices %>%
filter(area == '中山區') %>%
select(total_price) %>%
head()
## # A tibble: 6 x 1
## total_price
## <int>
## 1 5960000
## 2 20200000
## 3 4050000
## 4 1900000
## 5 14800000
## 6 10200000
lvr_prices %>%
filter(area == '中山區') %>%
select(total_price, address) %>%
arrange(total_price) %>%
head()
## # A tibble: 6 x 2
## total_price address
## <int> <chr>
## 1 0 中山段一小段691~720地號
## 2 0 中山段一小段691~720地號
## 3 10860 榮星段四小段211~240地號
## 4 16000 中山段四小段211~240地號
## 5 18060 榮星段四小段211~240地號
## 6 21244 榮星段二小段361~390地號
lvr_prices %>%
filter(area == '中山區') %>%
select(total_price, address) %>%
arrange(desc(total_price)) %>%
head()
## # A tibble: 6 x 2
## total_price address
## <int> <chr>
## 1 1850000000 臺北市中山區建國北路一段138巷1~30號
## 2 1400000000 臺北市中山區南京東路三段1~30號
## 3 1084948034 中山段二小段31~60地號
## 4 1011136500 中山段三小段301~330地號
## 5 952875000 金泰段61~90地號
## 6 903865500 中山段一小段361~390地號
lvr_prices$trading_ym <- as.Date(format(lvr_prices$trading_ymd, '%Y-%m-01'))
lvr_stat <- lvr_prices %>%
select(area, trading_ym, total_price) %>%
filter(trading_ym >= '2012-01-01') %>%
group_by(area, trading_ym) %>%
summarise(overall_price = sum(as.numeric(total_price), na.rm=TRUE))
lvr_stat$area <- as.factor(lvr_stat$area)
par(mfrow=c(3,4))
for (a in levels(lvr_stat$area)){
plot(overall_price ~ trading_ym, data = lvr_stat[lvr_stat$area == a,] , type = 'l', main = a)
}
head(lvr_stat)
## # A tibble: 6 x 3
## # Groups: area [1]
## area trading_ym overall_price
## <fctr> <date> <dbl>
## 1 士林區 2012-01-01 661140000
## 2 士林區 2012-02-01 231680000
## 3 士林區 2012-03-01 359891504
## 4 士林區 2012-04-01 205481036
## 5 士林區 2012-05-01 2539010528
## 6 士林區 2012-06-01 514470692
#install.packages('tidyr')
library(tidyr)
price_pivot <- spread(lvr_stat, trading_ym, overall_price, fill=0)
#price_pivot
write.csv(price_pivot, 'taipei_house_price.csv')
download.file('https://raw.githubusercontent.com/ywchiu/cathayr/master/data/Training50.csv', 'Training50.csv')
#install.packages('rpart')
library(rpart)
trainset <- read.csv('Training50.csv')
#View(trainset)
trainset$X <- NULL
trainset$Creditability = as.factor(trainset$Creditability)
head(trainset)
## Creditability Account.Balance Duration.of.Credit..month.
## 1 1 3 6
## 2 0 1 15
## 3 0 1 42
## 4 0 3 36
## 5 1 3 24
## 6 1 1 15
## Payment.Status.of.Previous.Credit Purpose Credit.Amount
## 1 2 3 2108
## 2 1 4 950
## 3 2 3 7174
## 4 3 4 7980
## 5 3 2 2028
## 6 2 4 2511
## Value.Savings.Stocks Length.of.current.employment Instalment.per.cent
## 1 1 3 2
## 2 1 4 4
## 3 4 3 4
## 4 4 1 4
## 5 1 3 2
## 6 1 1 1
## Sex...Marital.Status Guarantors Duration.in.Current.address
## 1 3 1 2
## 2 2 1 3
## 3 1 1 3
## 4 2 1 4
## 5 2 1 2
## 6 1 1 4
## Most.valuable.available.asset Age..years. Concurrent.Credits
## 1 1 29 2
## 2 3 33 2
## 3 3 30 2
## 4 3 27 2
## 5 2 30 2
## 6 3 23 2
## Type.of.apartment No.of.Credits.at.this.Bank Occupation No.of.dependents
## 1 1 1 1 1
## 2 1 2 1 2
## 3 2 1 1 1
## 4 1 2 1 1
## 5 2 2 1 1
## 6 1 1 1 1
## Telephone Foreign.Worker
## 1 1 1
## 2 1 1
## 3 2 1
## 4 2 1
## 5 1 1
## 6 1 1
model <- rpart(Creditability ~ ., data = trainset ,method = 'class')
summary(model)
## Call:
## rpart(formula = Creditability ~ ., data = trainset, method = "class")
## n= 500
##
## CP nsplit rel error xerror xstd
## 1 0.05827506 0 1.0000000 1.0000000 0.07066121
## 2 0.04895105 3 0.8251748 0.9440559 0.06942123
## 3 0.02097902 5 0.7272727 0.8951049 0.06824258
## 4 0.01048951 9 0.6433566 0.8741259 0.06770950
## 5 0.01000000 13 0.6013986 0.9020979 0.06841649
##
## Variable importance
## Account.Balance Duration.of.Credit..month.
## 21 15
## Purpose Value.Savings.Stocks
## 10 9
## Credit.Amount Payment.Status.of.Previous.Credit
## 9 7
## Duration.in.Current.address Age..years.
## 5 5
## Concurrent.Credits No.of.Credits.at.this.Bank
## 4 4
## Type.of.apartment Length.of.current.employment
## 4 3
## Instalment.per.cent Most.valuable.available.asset
## 2 2
## Sex...Marital.Status
## 1
##
## Node number 1: 500 observations, complexity param=0.05827506
## predicted class=1 expected loss=0.286 P(node) =1
## class counts: 143 357
## probabilities: 0.286 0.714
## left son=2 (261 obs) right son=3 (239 obs)
## Primary splits:
## Account.Balance < 2.5 to the left, improve=20.037280, (0 missing)
## Payment.Status.of.Previous.Credit < 1.5 to the left, improve=12.134650, (0 missing)
## Duration.of.Credit..month. < 34.5 to the right, improve= 8.335074, (0 missing)
## Credit.Amount < 4180.5 to the right, improve= 8.222546, (0 missing)
## Value.Savings.Stocks < 1.5 to the left, improve= 5.038364, (0 missing)
## Surrogate splits:
## Value.Savings.Stocks < 2.5 to the left, agree=0.608, adj=0.180, (0 split)
## Payment.Status.of.Previous.Credit < 2.5 to the left, agree=0.580, adj=0.121, (0 split)
## Age..years. < 30.5 to the left, agree=0.558, adj=0.075, (0 split)
## Purpose < 3.5 to the right, agree=0.556, adj=0.071, (0 split)
## No.of.Credits.at.this.Bank < 1.5 to the left, agree=0.554, adj=0.067, (0 split)
##
## Node number 2: 261 observations, complexity param=0.05827506
## predicted class=1 expected loss=0.4214559 P(node) =0.522
## class counts: 110 151
## probabilities: 0.421 0.579
## left son=4 (165 obs) right son=5 (96 obs)
## Primary splits:
## Duration.of.Credit..month. < 13 to the right, improve=8.928178, (0 missing)
## Payment.Status.of.Previous.Credit < 1.5 to the left, improve=7.065977, (0 missing)
## Credit.Amount < 3757.5 to the right, improve=5.988777, (0 missing)
## Most.valuable.available.asset < 3.5 to the right, improve=5.407471, (0 missing)
## Value.Savings.Stocks < 1.5 to the left, improve=2.605487, (0 missing)
## Surrogate splits:
## Credit.Amount < 1706.5 to the right, agree=0.785, adj=0.417, (0 split)
## Most.valuable.available.asset < 1.5 to the right, agree=0.705, adj=0.198, (0 split)
## Age..years. < 65.5 to the left, agree=0.655, adj=0.062, (0 split)
## Duration.in.Current.address < 1.5 to the right, agree=0.648, adj=0.042, (0 split)
##
## Node number 3: 239 observations, complexity param=0.01048951
## predicted class=1 expected loss=0.1380753 P(node) =0.478
## class counts: 33 206
## probabilities: 0.138 0.862
## left son=6 (72 obs) right son=7 (167 obs)
## Primary splits:
## Purpose < 3.5 to the right, improve=2.581640, (0 missing)
## Length.of.current.employment < 1.5 to the left, improve=1.717847, (0 missing)
## Credit.Amount < 7839.5 to the right, improve=1.427347, (0 missing)
## No.of.dependents < 1.5 to the right, improve=1.388353, (0 missing)
## Concurrent.Credits < 1.5 to the left, improve=1.025677, (0 missing)
## Surrogate splits:
## Duration.of.Credit..month. < 54 to the right, agree=0.707, adj=0.028, (0 split)
## Credit.Amount < 11867 to the right, agree=0.707, adj=0.028, (0 split)
## Age..years. < 65.5 to the right, agree=0.707, adj=0.028, (0 split)
## Foreign.Worker < 1.5 to the right, agree=0.707, adj=0.028, (0 split)
##
## Node number 4: 165 observations, complexity param=0.05827506
## predicted class=0 expected loss=0.4787879 P(node) =0.33
## class counts: 86 79
## probabilities: 0.521 0.479
## left son=8 (111 obs) right son=9 (54 obs)
## Primary splits:
## Value.Savings.Stocks < 1.5 to the left, improve=5.666830, (0 missing)
## Duration.of.Credit..month. < 31.5 to the right, improve=3.502839, (0 missing)
## Instalment.per.cent < 2.5 to the right, improve=3.151515, (0 missing)
## Duration.in.Current.address < 1.5 to the right, improve=3.098733, (0 missing)
## Payment.Status.of.Previous.Credit < 1.5 to the left, improve=2.710674, (0 missing)
##
## Node number 5: 96 observations, complexity param=0.02097902
## predicted class=1 expected loss=0.25 P(node) =0.192
## class counts: 24 72
## probabilities: 0.250 0.750
## left son=10 (7 obs) right son=11 (89 obs)
## Primary splits:
## Payment.Status.of.Previous.Credit < 1.5 to the left, improve=3.255217, (0 missing)
## Most.valuable.available.asset < 2.5 to the right, improve=2.840580, (0 missing)
## Credit.Amount < 4327.5 to the right, improve=1.560193, (0 missing)
## Guarantors < 1.5 to the left, improve=1.552941, (0 missing)
## Age..years. < 59.5 to the right, improve=1.090909, (0 missing)
##
## Node number 6: 72 observations, complexity param=0.01048951
## predicted class=1 expected loss=0.25 P(node) =0.144
## class counts: 18 54
## probabilities: 0.250 0.750
## left son=12 (11 obs) right son=13 (61 obs)
## Primary splits:
## Concurrent.Credits < 1.5 to the left, improve=3.8763040, (0 missing)
## Credit.Amount < 7077 to the right, improve=3.3428570, (0 missing)
## Duration.of.Credit..month. < 9.5 to the right, improve=1.1250000, (0 missing)
## Duration.in.Current.address < 3.5 to the left, improve=0.5846030, (0 missing)
## Type.of.apartment < 1.5 to the left, improve=0.4945055, (0 missing)
##
## Node number 7: 167 observations
## predicted class=1 expected loss=0.08982036 P(node) =0.334
## class counts: 15 152
## probabilities: 0.090 0.910
##
## Node number 8: 111 observations, complexity param=0.04895105
## predicted class=0 expected loss=0.3873874 P(node) =0.222
## class counts: 68 43
## probabilities: 0.613 0.387
## left son=16 (45 obs) right son=17 (66 obs)
## Primary splits:
## Purpose < 3.5 to the right, improve=5.314988, (0 missing)
## Duration.in.Current.address < 1.5 to the right, improve=4.293790, (0 missing)
## Duration.of.Credit..month. < 33 to the right, improve=3.737602, (0 missing)
## Payment.Status.of.Previous.Credit < 1.5 to the left, improve=3.279667, (0 missing)
## Instalment.per.cent < 2.5 to the right, improve=2.317008, (0 missing)
## Surrogate splits:
## Credit.Amount < 10672.5 to the right, agree=0.649, adj=0.133, (0 split)
## Duration.of.Credit..month. < 17 to the left, agree=0.622, adj=0.067, (0 split)
## No.of.Credits.at.this.Bank < 1.5 to the right, agree=0.622, adj=0.067, (0 split)
## Payment.Status.of.Previous.Credit < 1.5 to the left, agree=0.613, adj=0.044, (0 split)
## Age..years. < 51.5 to the right, agree=0.613, adj=0.044, (0 split)
##
## Node number 9: 54 observations, complexity param=0.02097902
## predicted class=1 expected loss=0.3333333 P(node) =0.108
## class counts: 18 36
## probabilities: 0.333 0.667
## left son=18 (32 obs) right son=19 (22 obs)
## Primary splits:
## Length.of.current.employment < 2.5 to the left, improve=2.880682, (0 missing)
## Sex...Marital.Status < 1.5 to the left, improve=2.142857, (0 missing)
## Duration.of.Credit..month. < 46.5 to the left, improve=1.787234, (0 missing)
## Payment.Status.of.Previous.Credit < 2.5 to the left, improve=1.704545, (0 missing)
## Purpose < 3.5 to the left, improve=1.704545, (0 missing)
## Surrogate splits:
## Credit.Amount < 2325.5 to the right, agree=0.685, adj=0.227, (0 split)
## Account.Balance < 1.5 to the right, agree=0.667, adj=0.182, (0 split)
## Age..years. < 29.5 to the left, agree=0.667, adj=0.182, (0 split)
## No.of.Credits.at.this.Bank < 1.5 to the left, agree=0.611, adj=0.045, (0 split)
## Telephone < 1.5 to the left, agree=0.611, adj=0.045, (0 split)
##
## Node number 10: 7 observations
## predicted class=0 expected loss=0.2857143 P(node) =0.014
## class counts: 5 2
## probabilities: 0.714 0.286
##
## Node number 11: 89 observations
## predicted class=1 expected loss=0.2134831 P(node) =0.178
## class counts: 19 70
## probabilities: 0.213 0.787
##
## Node number 12: 11 observations
## predicted class=0 expected loss=0.3636364 P(node) =0.022
## class counts: 7 4
## probabilities: 0.636 0.364
##
## Node number 13: 61 observations
## predicted class=1 expected loss=0.1803279 P(node) =0.122
## class counts: 11 50
## probabilities: 0.180 0.820
##
## Node number 16: 45 observations, complexity param=0.02097902
## predicted class=0 expected loss=0.2 P(node) =0.09
## class counts: 36 9
## probabilities: 0.800 0.200
## left son=32 (38 obs) right son=33 (7 obs)
## Primary splits:
## Duration.in.Current.address < 1.5 to the right, improve=4.3849620, (0 missing)
## Most.valuable.available.asset < 1.5 to the right, improve=1.3444440, (0 missing)
## Instalment.per.cent < 1.5 to the right, improve=0.8661654, (0 missing)
## Duration.of.Credit..month. < 47.5 to the right, improve=0.7783784, (0 missing)
## Age..years. < 39.5 to the left, improve=0.5818182, (0 missing)
##
## Node number 17: 66 observations, complexity param=0.04895105
## predicted class=1 expected loss=0.4848485 P(node) =0.132
## class counts: 32 34
## probabilities: 0.485 0.515
## left son=34 (26 obs) right son=35 (40 obs)
## Primary splits:
## Duration.of.Credit..month. < 33 to the right, improve=5.188928, (0 missing)
## Payment.Status.of.Previous.Credit < 1.5 to the left, improve=2.771421, (0 missing)
## Guarantors < 1.5 to the left, improve=2.357628, (0 missing)
## Instalment.per.cent < 2.5 to the right, improve=2.187258, (0 missing)
## No.of.Credits.at.this.Bank < 1.5 to the left, improve=2.122475, (0 missing)
## Surrogate splits:
## Credit.Amount < 4762 to the right, agree=0.727, adj=0.308, (0 split)
## Age..years. < 49 to the right, agree=0.636, adj=0.077, (0 split)
## No.of.dependents < 1.5 to the right, agree=0.636, adj=0.077, (0 split)
##
## Node number 18: 32 observations, complexity param=0.02097902
## predicted class=1 expected loss=0.46875 P(node) =0.064
## class counts: 15 17
## probabilities: 0.469 0.531
## left son=36 (10 obs) right son=37 (22 obs)
## Primary splits:
## Type.of.apartment < 1.5 to the left, improve=3.192045, (0 missing)
## Credit.Amount < 4316 to the left, improve=2.760011, (0 missing)
## No.of.Credits.at.this.Bank < 1.5 to the right, improve=2.703214, (0 missing)
## Duration.of.Credit..month. < 40.5 to the left, improve=2.520833, (0 missing)
## Value.Savings.Stocks < 3.5 to the left, improve=2.101136, (0 missing)
## Surrogate splits:
## Sex...Marital.Status < 1.5 to the left, agree=0.750, adj=0.2, (0 split)
## Age..years. < 26.5 to the left, agree=0.750, adj=0.2, (0 split)
## Credit.Amount < 2145.5 to the left, agree=0.719, adj=0.1, (0 split)
## Most.valuable.available.asset < 1.5 to the left, agree=0.719, adj=0.1, (0 split)
##
## Node number 19: 22 observations
## predicted class=1 expected loss=0.1363636 P(node) =0.044
## class counts: 3 19
## probabilities: 0.136 0.864
##
## Node number 32: 38 observations
## predicted class=0 expected loss=0.1052632 P(node) =0.076
## class counts: 34 4
## probabilities: 0.895 0.105
##
## Node number 33: 7 observations
## predicted class=1 expected loss=0.2857143 P(node) =0.014
## class counts: 2 5
## probabilities: 0.286 0.714
##
## Node number 34: 26 observations
## predicted class=0 expected loss=0.2692308 P(node) =0.052
## class counts: 19 7
## probabilities: 0.731 0.269
##
## Node number 35: 40 observations, complexity param=0.01048951
## predicted class=1 expected loss=0.325 P(node) =0.08
## class counts: 13 27
## probabilities: 0.325 0.675
## left son=70 (28 obs) right son=71 (12 obs)
## Primary splits:
## No.of.Credits.at.this.Bank < 1.5 to the left, improve=2.0023810, (0 missing)
## Instalment.per.cent < 2.5 to the right, improve=1.6409090, (0 missing)
## Credit.Amount < 2480.5 to the left, improve=1.6001250, (0 missing)
## Length.of.current.employment < 3.5 to the left, improve=1.1283480, (0 missing)
## Most.valuable.available.asset < 1.5 to the left, improve=0.8166667, (0 missing)
## Surrogate splits:
## Credit.Amount < 5239.5 to the left, agree=0.825, adj=0.417, (0 split)
## Payment.Status.of.Previous.Credit < 2.5 to the left, agree=0.800, adj=0.333, (0 split)
## Duration.of.Credit..month. < 16.5 to the right, agree=0.750, adj=0.167, (0 split)
## Purpose < 1.5 to the right, agree=0.750, adj=0.167, (0 split)
## Age..years. < 47.5 to the left, agree=0.750, adj=0.167, (0 split)
##
## Node number 36: 10 observations
## predicted class=0 expected loss=0.2 P(node) =0.02
## class counts: 8 2
## probabilities: 0.800 0.200
##
## Node number 37: 22 observations
## predicted class=1 expected loss=0.3181818 P(node) =0.044
## class counts: 7 15
## probabilities: 0.318 0.682
##
## Node number 70: 28 observations, complexity param=0.01048951
## predicted class=1 expected loss=0.4285714 P(node) =0.056
## class counts: 12 16
## probabilities: 0.429 0.571
## left son=140 (17 obs) right son=141 (11 obs)
## Primary splits:
## Instalment.per.cent < 2.5 to the right, improve=2.2062640, (0 missing)
## Duration.in.Current.address < 2.5 to the right, improve=1.6253970, (0 missing)
## Age..years. < 33.5 to the right, improve=1.5645530, (0 missing)
## Credit.Amount < 2480.5 to the left, improve=1.1428570, (0 missing)
## Telephone < 1.5 to the right, improve=0.8642857, (0 missing)
## Surrogate splits:
## Credit.Amount < 2480.5 to the left, agree=0.821, adj=0.545, (0 split)
## Duration.of.Credit..month. < 27 to the left, agree=0.679, adj=0.182, (0 split)
## Age..years. < 23 to the right, agree=0.679, adj=0.182, (0 split)
## Type.of.apartment < 1.5 to the right, agree=0.679, adj=0.182, (0 split)
## Purpose < 1.5 to the right, agree=0.643, adj=0.091, (0 split)
##
## Node number 71: 12 observations
## predicted class=1 expected loss=0.08333333 P(node) =0.024
## class counts: 1 11
## probabilities: 0.083 0.917
##
## Node number 140: 17 observations
## predicted class=0 expected loss=0.4117647 P(node) =0.034
## class counts: 10 7
## probabilities: 0.588 0.412
##
## Node number 141: 11 observations
## predicted class=1 expected loss=0.1818182 P(node) =0.022
## class counts: 2 9
## probabilities: 0.182 0.818
plot(model, margin = 0.1)
text(model)
download.file('https://raw.githubusercontent.com/ywchiu/cathayr/master/data/Test50.csv', 'Test50.csv')
testset <- read.csv('Test50.csv')
testset$X <- NULL
testset$Creditability = as.factor(testset$Creditability)
#predict(model, testset)
predicted <- predict(model, testset, type = "class")
sum(predicted == testset$Creditability) / length(testset$Creditability)
## [1] 0.71
table(predicted, testset$Creditability)
##
## predicted 0 1
## 0 64 52
## 1 93 291
predicted <- predict(model, testset)
res <- as.factor(ifelse(predicted[,1] > 0.1, 0, 1 ))
tb <- table(testset$Creditability,res)
roc_x <- c(0)
roc_y <- c(0)
for(i in seq(0,1,0.01)){
res <- as.factor(ifelse(predicted[,1] >= i, 0, 1))
tb <- table(testset$Creditability, res)
if (ncol(tb) == 2){
TP <- tb[1]
FN <- tb[2]
FP <- tb[3]
TN <- tb[4]
FPR <- FP / (FP + TN)
TPR <- TP / (TP + FN)
x <- FPR
y <- TPR
roc_x <- c(roc_x, x)
roc_y <- c(roc_y, y)
}
}
roc_x <- c(roc_x, 1)
roc_y <- c(roc_y, 1)
plot(roc_x, roc_y, type='b')
library(ROCR)
## Loading required package: gplots
##
## Attaching package: 'gplots'
## The following object is masked from 'package:stats':
##
## lowess
predictions <- predict(model, testset, type="prob")
pred.to.roc <- predictions[, 2]
pred.rocr <- prediction(pred.to.roc, as.factor(testset$Creditability))
perf.rocr <- performance(pred.rocr, measure = "auc", x.measure = "cutoff")
perf.tpr.rocr <- performance(pred.rocr, "tpr","fpr")
plot(perf.tpr.rocr, colorize=T,main=paste("AUC:",(perf.rocr@y.values)))
## RandomForest
#install.packages('randomForest')
library(randomForest)
## randomForest 4.6-12
## Type rfNews() to see new features/changes/bug fixes.
##
## Attaching package: 'randomForest'
## The following object is masked from 'package:dplyr':
##
## combine
forest <- randomForest(Creditability ~., data = trainset, ntree=200, importance=T, proximity=T)
forest.predicted <- predict(forest, testset)
sum(forest.predicted == testset$Creditability) / length(testset$Creditability)
## [1] 0.728
table(forest.predicted, testset$Creditability)
##
## forest.predicted 0 1
## 0 49 28
## 1 108 315
#install.packages('e1071')
library(e1071)
svm.model <- svm(Creditability~., data = trainset)
## Warning in svm.default(x, y, scale = scale, ..., na.action = na.action):
## Variable(s) 'Occupation' constant. Cannot scale data.
svm.model
##
## Call:
## svm(formula = Creditability ~ ., data = trainset)
##
##
## Parameters:
## SVM-Type: C-classification
## SVM-Kernel: radial
## cost: 1
## gamma: 0.05
##
## Number of Support Vectors: 500
predictions1 <- predict(model, testset, type="prob")
pred.to.roc1 <- predictions1[, 2]
pred.rocr1 <- prediction(pred.to.roc1, as.factor(testset$Creditability))
perf.rocr1 <- performance(pred.rocr1, measure = "auc", x.measure = "cutoff")
perf.tpr.rocr1 <- performance(pred.rocr1, "tpr","fpr")
predictions2 <- predict(forest, testset, type="prob")
pred.to.roc2 <- predictions2[, 2]
pred.rocr2 <- prediction(pred.to.roc2, as.factor(testset$Creditability))
perf.rocr2 <- performance(pred.rocr2, measure = "auc", x.measure = "cutoff")
perf.tpr.rocr2 <- performance(pred.rocr2, "tpr","fpr")
plot(perf.tpr.rocr1,main='ROC Curve', col=1)
legend(0.7, 0.2, c('rpart', 'randomforest'), 1:2)
plot(perf.tpr.rocr2, col=2, add=TRUE)
download.file('https://raw.githubusercontent.com/ywchiu/cathayr/master/data/customers.csv', 'customers.csv')
customers <- read.csv('customers.csv')
head(customers)
## CustomerID Genre Age Annual_Income Spending_Score
## 1 1 Male 19 15 39
## 2 2 Male 21 15 81
## 3 3 Female 20 16 6
## 4 4 Female 23 16 77
## 5 5 Female 31 17 40
## 6 6 Female 22 17 76
customers <- customers[ , c("Annual_Income", "Spending_Score") ]
head(customers)
## Annual_Income Spending_Score
## 1 15 39
## 2 15 81
## 3 16 6
## 4 16 77
## 5 17 40
## 6 17 76
set.seed(123)
sample.int(42, 6)
## [1] 13 33 17 35 36 2
set.seed(123)
kc <- kmeans(customers, 5)
kc
## K-means clustering with 5 clusters of sizes 50, 27, 74, 39, 10
##
## Cluster means:
## Annual_Income Spending_Score
## 1 27.40000 49.48000
## 2 79.00000 16.59259
## 3 55.90541 49.93243
## 4 86.53846 82.12821
## 5 109.70000 22.00000
##
## Clustering vector:
## [1] 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
## [36] 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3
## [71] 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3
## [106] 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 3 4 2 4 2 4 2 4 2 4 2 4 2 4 2 4 2 4
## [141] 2 4 3 4 2 4 2 4 2 4 2 4 2 4 2 4 2 4 2 4 2 4 2 4 2 4 2 4 2 4 2 4 2 4 2
## [176] 4 2 4 2 4 5 4 5 4 5 4 5 4 5 4 5 4 5 4 5 4 5 4 5 4
##
## Within cluster sum of squares by cluster:
## [1] 48174.480 4062.519 7375.000 13444.051 2458.100
## (between_SS / total_SS = 72.0 %)
##
## Available components:
##
## [1] "cluster" "centers" "totss" "withinss"
## [5] "tot.withinss" "betweenss" "size" "iter"
## [9] "ifault"
plot(customers$Annual_Income, customers$Spending_Score, col = kc$cluster)
points(kc$centers[,1], kc$centers[,2], col='orange')
kc$centers
## Annual_Income Spending_Score
## 1 27.40000 49.48000
## 2 79.00000 16.59259
## 3 55.90541 49.93243
## 4 86.53846 82.12821
## 5 109.70000 22.00000
# install.packages('cluster')
library(cluster)
kcs <- silhouette(kc$cluster, dist(customers))
summary(kcs)
## Silhouette of 200 units in 5 clusters from silhouette.default(x = kc$cluster, dist = dist(customers)) :
## Cluster sizes and average silhouette widths:
## 50 27 74 39 10
## 0.04103987 0.47253618 0.63162169 0.48851396 0.35704613
## Individual silhouette widths:
## Min. 1st Qu. Median Mean 3rd Qu. Max.
## -0.4401 0.2089 0.5292 0.4209 0.6421 0.7556
plot(kcs)
#install.packages('fpc')
library(fpc)
nk <- 2:10
sapply(nk, function(e) e ^ 2)
## [1] 4 9 16 25 36 49 64 81 100
set.seed(123)
SW <- sapply(nk, function(k) {
cluster.stats(dist(customers), kmeans(customers, centers=k)$cluster)$avg.silwidth
})
#SW
plot(nk, SW, type="l", xlab="number of clusers", ylab="average silhouette width")