- formula
 
a formula, with a response but no interaction
    terms.  If this is a data frame, it is taken as the model frame
    (see model.frame).
  
  
- data
 
an optional data frame in which to interpret the variables
    named in the formula.
 
 
  
  - weights
 
optional case weights.
  
  
- subset
 
optional expression saying that only a subset of the
    rows of the data should be used in the fit.
  
  
- na.action
 
the default action deletes all observations for which
    y is missing, but keeps those in which one or more predictors
    are missing.
  
  
- method
 
one of "anova", "poisson", "class"
    or "exp".  If method is missing then the routine tries
    to make an intelligent guess.
    If y is a survival object, then method = "exp" is assumed,
    if y has 2 columns then method = "poisson" is assumed,
    if y is a factor then method = "class" is assumed,
    otherwise method = "anova" is assumed.
    It is wisest to specify the method directly, especially as more
    criteria may added to the function in future.
Alternatively, method can be a list of functions named
    init, split and eval.  Examples are given in
    the file tests/usersplits.R in the sources, and in the
    vignettes ‘User Written Split Functions’.
  
  
- model
 
if logical: keep a copy of the model frame in the result?
    If the input value for model is a model frame (likely from an
    earlier call to the rpart function), then this frame is used
    rather than constructing new data.
  
- x
 
keep a copy of the x matrix in the result.
  
  
- y
 
keep a copy of the dependent variable in the result.  If
    missing and model is supplied this defaults to FALSE.
  
  
- parms
 
optional parameters for the splitting function.
    Anova splitting has no parameters.
    Poisson splitting has a single parameter, the coefficient of variation of
    the prior distribution on the rates.  The default value is 1.
    Exponential splitting has the same parameter as Poisson.
    For classification splitting, the list can contain any of:
    the vector of prior probabilities (component prior), the loss matrix
    (component loss) or the splitting index (component
    split).  The priors must be positive and sum to 1.  The loss
    matrix must have zeros on the diagonal and positive off-diagonal
    elements.  The splitting index can be gini or
    information.  The default priors are proportional to the data
    counts, the losses default to 1, and the split defaults to
    gini.
  
  
- control
 
a list of options that control details of the
    rpart algorithm.  See rpart.control.
  
  
- cost
 
a vector of non-negative costs, one for each variable in
    the model. Defaults to one for all variables.  These are scalings to
    be applied when considering splits, so the improvement on splitting
    on a variable is divided by its cost in deciding which split to
    choose.
  
  
- ...
 
arguments to rpart.control may also be
    specified in the call to rpart.  They are checked against the
    list of valid arguments.