sugm.roc: Draw ROC Curve for an object with S3 class '"sugm"'

In flare: Family of Lasso Regression

Draw ROC Curve for an object with S3 class "sugm"

Description

Draws ROC curve for a graph path according to the true graph structure.

Usage

sugm.roc(path, theta, verbose = TRUE)

Arguments

path	A graph path.
theta	The true graph structure.
verbose	If verbose = FALSE, tracing information printing is disabled. The default value is TRUE.

Details

To avoid the horizontal oscillation, false positive rates is automatically sorted in the ascent oder and true positive rates also follow the same order.

Value

An object with S3 class "roc" is returned:

F1	The F1 scores along the graph path.
tp	The true positive rates along the graph path
fp	The false positive rates along the graph paths
AUC	Area under the ROC curve

Note

For a lasso regression, the number of nonzero coefficients is at most n-1. If d>>n, even when regularization parameter is very small, the estimated graph may still be sparse. In this case, the AUC may not be a good choice to evaluate the performance.

Author(s)

Xingguo Li, Tuo Zhao, Lie Wang, Xiaoming Yuan and Han Liu
Maintainer: Xingguo Li <[e-mail]>

See Also

sugm and flare-package

Examples

## load package required
library(flare)

#generate data
L = sugm.generator(d = 30, graph = "random", prob = 0.1)
out1 = sugm(L$data, lambda=10^(seq(log10(.4), log10(0.03), length.out=20)))

#draw ROC curve
Z1 = sugm.roc(out1$path,L$theta)

#Maximum F1 score
max(Z1$F1)

flare documentation built on May 23, 2022, 9:05 a.m.