run_all_measures = function(truth, response, prob, positive, na_allowed = FALSE) {
conf = cm(truth, response, positive = positive)
na_value = if (na_allowed) 123456789 else NaN
tol = sqrt(.Machine$double.eps)
for (m in as.list(measures)) {
if (m$type != "binary") {
next
}
f = match.fun(m$id)
perf = f(truth = truth, response = response, prob = prob, positive = positive, na_value = na_value)
if (!(na_allowed && identical(perf, na_value))) {
expect_number(perf, na.ok = FALSE, lower = m$lower - tol, upper = m$upper + tol, label = m$id)
}
f_cm = get0(sprintf("%s_cm", m$id))
if (!is.null(f_cm)) {
expect_equal(perf, f_cm(conf, na_value = na_value), label = m$id)
}
if ("sample_weights" %in% names(formals(f))) {
sample_weights = runif(length(truth))
perf = f(truth = truth, response = response, prob = prob, positive = positive, na_value = na_value)
expect_number(perf, na.ok = FALSE, lower = m$lower - tol, upper = m$upper + tol, label = m$id)
}
}
}
test_that("trigger all", {
N = 30L
truth = ssample(letters[1:2], N)
response = ssample(letters[1:2], N)
prob = runif(N)
positive = sample(letters[1:2], 1)
run_all_measures(truth, response, prob, positive)
})
test_that("integer overflow", {
N = 500000
truth = ssample(c("a", "b"), N)
response = truth
prob = runif(N)
positive = sample(letters[1:2], 1)
run_all_measures(truth, response, prob, positive, na_allowed = TRUE)
response = ssample(c("a", "b"), N)
run_all_measures(truth, response, prob, positive)
response = factor(ifelse(truth == "a", "b", "a"), levels = levels(truth))
run_all_measures(truth, response, prob, positive, na_allowed = TRUE)
})
test_that("tests from Metrics", {
as_fac = function(...) factor(ifelse(c(...) == 0, "b", "a"), levels = c("a", "b"))
as_prob = function(...) {
p = c(...)
p = cbind(p, 1 - p)
colnames(p) = c("a", "b")
p
}
expect_equal(auc(as_fac(1, 0, 1, 1), c(.32, .52, .26, .86), "a"), 1 / 3)
expect_equal(auc(as_fac(1, 0, 1, 0, 1), c(.9, .1, .8, .1, .7), "a"), 1)
expect_equal(auc(as_fac(0, 1, 1, 0), c(.2, .1, .3, .4), "a"), 1 / 4)
expect_equal(auc(as_fac(1, 1, 1, 1, 0, 0, 0, 0, 0, 0), 0 * (1:10), "a"), 0.5)
# expect_equal(ll(1,1), 0)
# expect_equal(ll(1,0), Inf)
# expect_equal(ll(0,1), Inf)
# expect_equal(ll(1,0.5), -log(0.5))
expect_equal(ppv(as_fac(1, 1, 0, 0), as_fac(1, 1, 0, 0), "a"), 1)
expect_equal(ppv(as_fac(0, 0, 1, 1), as_fac(1, 1, 0, 0), "a"), 0)
expect_equal(ppv(as_fac(1, 1, 0, 0), as_fac(1, 1, 1, 1), "a"), 1 / 2)
expect_equal(tpr(as_fac(1, 1, 0, 0), as_fac(1, 1, 0, 0), "a"), 1)
expect_equal(tpr(as_fac(0, 0, 1, 1), as_fac(1, 1, 0, 0), "a"), 0)
expect_equal(tpr(as_fac(1, 1, 1, 1), as_fac(1, 0, 0, 1), "a"), 1 / 2)
expect_equal(fbeta(as_fac(1, 1, 0, 0), as_fac(1, 1, 0, 0), "a"), 1)
expect_equal(fbeta(as_fac(0, 0, 1, 1), as_fac(1, 1, 1, 0), "a"), 2 / 5)
expect_equal(fbeta(as_fac(1, 1, 1, 1), as_fac(1, 0, 0, 1), "a"), 2 / 3)
expect_equal(fbeta(as_fac(1, 1, 0, 0), as_fac(1, 1, 1, 1), "a", beta = 0), 1 / 2)
})
test_that("confusion measures", {
truth = factor(rep(c("a", "b"), each = 5), levels = c("a", "b"))
response = factor(c("a", "a", "a", "b", "b", "b", "b", "b", "b", "a"), levels = c("a", "b"))
# table(response, truth)
TP = tp(response, truth, positive = "a")
TN = tn(response, truth, positive = "a")
FP = fp(response, truth, positive = "a")
FN = fn(response, truth, positive = "a")
expect_identical(TP, 3L)
expect_identical(TN, 4L)
expect_identical(FP, 2L)
expect_identical(FN, 1L)
expect_equal(dor(response, truth, positive = "a"), (TP / FP) / (FN / TN))
expect_equal(fdr(response, truth, positive = "a"), FP / (TP + FP))
expect_equal(fnr(response, truth, positive = "a"), FN / (TP + FN))
expect_equal(fomr(response, truth, positive = "a"), FN / (FN + TN))
expect_equal(fpr(response, truth, positive = "a"), FP / (FP + TN))
expect_equal(mcc(response, truth, positive = "a"), (TP * TN - FP * FN) / sqrt((TP + FP) * (TP + FN) * (TN + FP) * (TN + FN)))
expect_equal(npv(response, truth, positive = "a"), TN / (FN + TN))
expect_equal(ppv(response, truth, positive = "a"), TP / (TP + FP))
expect_equal(precision(response, truth, positive = "a"), TP / (TP + FP))
expect_equal(recall(response, truth, positive = "a"), TP / (TP + FN))
expect_equal(sensitivity(response, truth, positive = "a"), TP / (TP + FN))
expect_equal(specificity(response, truth, positive = "a"), TN / (FP + TN))
expect_equal(tnr(response, truth, positive = "a"), TN / (FP + TN))
expect_equal(tpr(response, truth, positive = "a"), TP / (TP + FN))
})
test_that("bbrier", {
N = 30L
truth = ssample(letters[1:2], N)
prob = as.numeric(truth == "a")
expect_equal(bbrier(truth, prob, positive = "a"), 0)
expect_equal(bbrier(truth, prob, positive = "b"), 1)
prob = runif(N)
pm = cbind(prob, 1 - prob)
colnames(pm) = c("a", "b")
expect_equal(2 * bbrier(truth, prob, "a"), mbrier(truth, pm))
colnames(pm) = c("b", "a")
expect_equal(2 * bbrier(truth, prob, "b"), mbrier(truth, pm))
})
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