R/prob.max_fallout.R

In Laurae2/Laurae: Advanced High Performance Data Science Toolbox for R

#' Probability Fall-Out (False Positive Rate)
#' 
#' This function allows to use a custom thresholding method to compute the Fall-Out (False Positive Rate).
#' 
#' @param preds Type: numeric. The predictions.
#' @param labels Type: numeric. The labels (0, 1).
#' @param thresh Type: numeric. The cutoff (threshold) probability which is deemed positive when higher or equal, or negative when lower. Defaults to \code{0.5} (anything higher or equal to 0.5 is positive, anything lower is negative).
#' 
#' @return The Fall-Out (False Positive Rate) at the provided threshold.
#' 
#' @export

prob.max_fallout <- function(preds, labels, thresh = 0.5) {
  
  positives <- as.logical(labels)
  counter <- sum(positives)
  fp <- as.numeric(sum(preds[!positives] >= thresh))
  tn <- as.numeric(length(labels) - counter - fp)
  
  fall <- fp / (fp + tn)
  fall <- ifelse(!is.finite(fall), -1, fall)
  
  return(fall)
  
}