Nothing
rftest <- function(u, m=5) {
n <- length(u)-1
A <- diag(rep(1,n))
A <- rbind(rep(0, n), A)
A <- cbind(A, rep(0, n+1))
xy <- matrix(u, nrow=n+1)
for (j in 1:m) {
xy <- cbind(xy, A%*%xy[,j])
}
xy <- data.frame(xy)
names(xy) <- c("y", paste("x", 1:m, sep=""))
xy <- xy[-(1:m),]
xytrain <- xy[1:(n/2),]
xytest <- xy[-(1:(n/2)),]
xy.rf <- randomForest(y ~ ., data = xytrain)
oldpar <- par(mfrow=c(1,2))
on.exit(par(oldpar))
plot(predict(xy.rf), xytrain$y, cex=.3,
xlab="predicted values", ylab="observed values",
main = "training data")
abline(lm(xytrain$y ~predict(xy.rf)))
plot(predict(xy.rf, newdata=xytest), xytest$y, cex=.3,
xlab="predicted values", ylab="observed values",
main="test data")
abline(lm(xytest$y ~ predict(xy.rf, newdata=xytest)))
}
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