[R] Complexity parameter in rpart

Andrew Aldersley
Sun, 30 Aug 2009 18:55:15 -0000

Hi all,

I'm currently using the 'rpart' function to run some regression
analysis and I am at the point where I wish to prune my overfitted trees. Having
read the documentation I understand that to do this requires the use of the
complexity parameter. My question is how to go about choosing the correct
complexity parameter for my tree? In some places
(http://www.statmethods.net/advstats/cart.html) I have read that it is best to
select the complexity parameter which minimises the cross-validated (x) error of
the model, but elsewhere I have read that the optimum cp is the first value on
the left above the '1+SE' line of the complexity paramter plot.

I was hoping someone might be able to clarify this minor issue for me.

Many thanks,

Andy

_________________________________________________________________
Save time by using Hotmail to access your other email accounts.

	[[alternative HTML version deleted]]