R/roc.R

In pgraph: Build Dependency Graphs using Projection

#' Compute the Projected Graph
#'
#' \code{roc} calculate the fpr and tpr for the roc curve
#'
#' @export
#' @param a p * p estimated graph
#' @param a0 p * p true graph
#' @return a list.
#' \item{tpr}{tpr sequence}
#' \item{fpr}{fpr sequence}
roc <- function(a, a0) {
    cutoff = unique(sort(as.vector(a)))
    n.cutoff = length(cutoff)
    fpr = tpr = rep(0, n.cutoff)
    true1 = which(a0 > 0)
    true0 = which(a0 == 0)
    n = nrow(a)
    for (i in 1:n.cutoff) {
        est1 = which(a > cutoff[i])
        est0 = which(a <= cutoff[i])
        tpr[i] = length(intersect(est1, true1))/length(true1)
        fpr[i] = length(setdiff(est1, true1))/(length(true0) - n)  ##ignore the digonal elements
    }
    return(cbind(fpr = fpr, tpr = tpr))
    
    
}