class TMVA::CCPruner

CCPruner - a helper class to prune a decision tree using the Cost Complexity method
(see Classification and Regression Trees by Leo Breiman et al)

Some definitions:

T_max - the initial, usually highly overtrained tree, that is to be pruned back
R(T) - quality index (Gini, misclassification rate, or other) of a tree T
~T - set of terminal nodes in T
T' - the pruned subtree of T_max that has the best quality index R(T')
alpha - the prune strength parameter in Cost Complexity pruning (R_alpha(T) = R(T) + alpha// |~T|)

There are two running modes in CCPruner: (i) one may select a prune strength and prune back
the tree T_max until the criterion
R(T) - R(t)
alpha <    ----------
|~T_t| - 1

is true for all nodes t in T, or (ii) the algorithm finds the sequence of critical points
alpha_k < alpha_k+1 ... < alpha_K such that T_K = root(T_max) and then selects the optimally-pruned
subtree, defined to be the subtree with the best quality index for the validation sample.