ci.cvAUC_withIC: ci.cvAUC_withIC

Description Usage Arguments Value

Description

This function is nearly verbatim ci.cvAUC from the cvAUC package. The only difference is that it additionally returns estimated influence functions, which allows for variable importance measures to be computed later.

Usage

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ci.cvAUC_withIC(predictions, labels, label.ordering = NULL,
  folds = NULL, confidence = 0.95)

Arguments

predictions

A vector, matrix, list, or data frame containing the predictions.

labels

A vector, matrix, list, or data frame containing the true class labels. Must have the same dimensions as predictions.

label.ordering

The default ordering of the classes can be changed by supplying a vector containing the negative and the positive class label (negative label first, positive label second).

folds

If specified, this must be a vector of fold ids equal in length to predictions and labels, or a list of length V (for V-fold cross-validation) of vectors of indexes for the observations contained in each fold. The folds argument must only be specified if the predictions and labels arguments are vectors.

confidence

number between 0 and 1 that represents confidence level.

Value

A list containing the following named elements:

cvAUC

Cross-validated area under the curve estimate.

se

Standard error.

ci

A vector of length two containing the upper and lower bounds for the confidence interval.

confidence

A number between 0 and 1 representing the confidence.

ic

A vector of the influence function evaluated at observations.


benkeser/cvma documentation built on May 5, 2019, 1:37 p.m.