Re: [R] Complexity parameter in rpart

2009-08-31 Thread Terry Therneau
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. If you plot x=complexity vs y=

[R] Complexity parameter in rpart

2009-08-30 Thread Andrew Aldersley
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