AROC.bsp | R Documentation |
Estimates the covariate-adjusted ROC curve (AROC) using the semiparametric Bayesian normal linear regression model discussed in Inacio de Carvalho and Rodriguez-Alvarez (2018).
AROC.bsp(formula.healthy, group, tag.healthy, data, scale = TRUE, p = seq(0, 1, l = 101), paauc = paauccontrol(), compute.lpml = FALSE, compute.WAIC = FALSE, m0, S0, nu, Psi, a = 2, b = 0.5, nsim = 5000, nburn = 1500)
formula.healthy |
A |
group |
A character string with the name of the variable that distinguishes healthy from diseased individuals. |
tag.healthy |
The value codifying the healthy individuals in the variable |
data |
Data frame representing the data and containing all needed variables. |
scale |
A logical value. If TRUE the test outcomes are scaled, i.e., are divided by the standard deviation. The default is TRUE. |
p |
Set of false positive fractions (FPF) at which to estimate the covariate-adjusted ROC curve. |
compute.lpml |
A logical value. If TRUE, the log pseudo marginal likelihood (LPML, Geisser and Eddy, 1979) and the conditional predictive ordinates (CPO) are computed. |
paauc |
A list of control values to replace the default values returned by the function |
compute.WAIC |
A logical value. If TRUE, the widely applicable information criterion (WAIC, Gelman et al., 2014; Watanabe, 2010) is computed. |
m0 |
A numeric vector. Hyperparameter; mean vector of the (multivariate) normal distribution for the mean of the regression coefficients. If missing, it is set to a vector of zeros of length |
S0 |
A numeric matrix. Hyperprior. If missing, it is set to a diagonal matrix of dimension |
nu |
A numeric value. Hyperparameter; degrees of freedom of the Wishart distribution for the precision matrix of the regression coefficients. If missing, it is set to |
Psi |
A numeric matrix. Hyperparameter; scale matrix of the Wishart distribution for the precision matrix of the regression coefficients. If missing, it is set to an identity matrix of dimension |
a |
A numeric value. Hyperparameter; shape parameter of the gamma distribution for the precision (inverse variance). The default is 2 (scaled data) (see Details). |
b |
A numeric value. Hyperparameter; rate parameter of the gamma distribution for the precision (inverse variance). The default is 0.5 (scaled data) (see Details). |
nsim |
A numeric value. Total number of Gibbs sampler iterates (including the burn-in). The default is 5000. |
nburn |
A numeric value. Number of burn-in iterations. The default is 1500. |
Estimates the covariate-adjusted ROC curve (AROC) defined as
AROC≤ft(t\right) = Pr\{1 - F_{\bar{D}}(Y_D | \mathbf{X}_{D}) ≤q t\},
where F_{\bar{D}}(\cdot|\mathbf{X}_{\bar{D}}) denotes the conditional distribution function for Y_{\bar{D}} conditional on the vector of covariates X_{\bar{D}}. In particular, the method implemented in this function combines a Bayesian normal linear regression model to estimate F_{\bar{D}}(\cdot|\mathbf{X}_{\bar{D}}) and the Bayesian bootstrap (Rubin, 1981) to estimate the outside probability. More precisely, and letting \{(\mathbf{x}_{\bar{D}i},y_{\bar{D}i})\}_{i=1}^{n_{\bar{D}}} be a random sample from the nondiseased population
F_{\bar{D}}(y_{\bar{D}i}|\mathbf{X}_{\bar{D}}=\mathbf{x}_{\bar{D}i}) = Φ(y_{\bar{D}i}\mid \mathbf{x}_{\bar{D}i}^{*T}\mathbf{β}^{*},σ^2),
where \mathbf{x}_{\bar{D}i}^{*T} = (1, \mathbf{x}_{\bar{D}i}^{T}), \mathbf{β}^{*}\sim N_{p+1} (\mathbf{m},\mathbf{S}) and σ^{-2}\simΓ(a,b). It is assumed that \mathbf{m} \sim N_{p+1}(\mathbf{m}_0,\mathbf{S}_0) and \mathbf{S}^{-1}\sim W(ν,(νΨ)^{-1}), where p+1 denotes the number of columns of the design matrix \mathbf{X}_{\bar{D}}^{*}. Here W(ν,(νΨ)^{-1}) denotes a Wishart distribution with ν degrees of freedom and expectation Ψ^{-1}. For a detailed description, we refer to Inacio de Carvalho and Rodriguez-Alvarez (2018).
As a result, the function provides a list with the following components:
call |
The matched call. |
p |
Set of false positive fractions (FPF) at which the pooled ROC curve has been estimated. |
ROC |
Estimated covariate-adjusted ROC curve (AROC) (posterior mean), and 95% pointwise posterior credible band. |
AUC |
Estimated area under the covariate-adjusted ROC curve (AAUC) (posterior mean), and 95% pointwise posterior credible band. |
pAUC |
If required in the call to the function, estimated partial area under the covariate-adjusted ROC curve (pAAUC) (posterior mean), and 95% pointwise posterior credible band. |
lpml |
If required, list with two components: the log pseudo marginal likelihood (LPML) and the conditional predictive ordinates (CPO). |
WAIC |
If required, widely applicable information criterion (WAIC). |
fit |
Results of the fitting process. It is a list with the following components: (1) |
data_model |
List with the data used in the fit: observed diagnostic test outcome and B-spline design matrices, separately for the healthy and diseased groups. |
Inacio de Carvalho, V., and Rodriguez-Alvarez, M. X. (2018). Bayesian nonparametric inference for the covariate-adjusted ROC curve. arXiv preprint arXiv:1806.00473.
Rubin, D. B. (1981). The Bayesian bootstrap. The Annals of Statistics, 9(1), 130-134.
AROC.bnp
, AROC.bsp
, AROC.sp
, AROC.kernel
, pooledROC.BB
or pooledROC.emp
.
library(AROC) data(psa) # Select the last measurement newpsa <- psa[!duplicated(psa$id, fromLast = TRUE),] # Log-transform the biomarker newpsa$l_marker1 <- log(newpsa$marker1) m1 <- AROC.bsp(formula.healthy = l_marker1 ~ age, group = "status", tag.healthy = 0, data = newpsa, scale = TRUE, p = seq(0,1,l=101), compute.lpml = TRUE, compute.WAIC = TRUE, a = 2, b = 0.5, nsim = 5000, nburn = 1500) summary(m1) plot(m1)
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