ctable <- function(x, y) {
if (length(y) != length(x))
stop("Hey! x and y lengths must match")
x <- as.factor(x)
x <- droplevels(x)
levs <- sort(levels(x))
x <- factor(x, levels=levs)
y <- factor(y, levels=levs)
if (any(is.na(y)))
stop("NAs, and levels in y that are not in x are not allowed, sorry")
as.matrix(table(Reference=x, Prediction=y))
}
btable <- function(table) {
if (ncol(table) != nrow(table))
stop("dimension mismatch")
if (!all(colnames(table) == rownames(table)))
stop("dimnames must match")
f <- function(i, x) {
c(tp=sum(x[i,i]), fp=sum(x[-i,i]),
fn=sum(x[i,-i]), tn=sum(x[-i,-i]))
}
out <- sapply(seq_len(ncol(table)), f, x=table)
colnames(out) <- colnames(table)
out
}
untable <- function(table) {
x <- y <- integer(sum(table))
S <- c(0, cumsum(table))
i <- row(table)
j <- col(table)
for (k in 2:length(S)) {
if (S[k]-S[k-1] > 0) {
x[(S[k-1]+1):S[k]] <- i[k-1]
y[(S[k-1]+1):S[k]] <- j[k-1]
}
}
list(x = factor(rownames(table)[x], levels=rownames(table)),
y = factor(colnames(table)[y], levels=colnames(table)))
}
multiclass <- function(x, y=NULL, beta=1) {
if (!is.null(y))
x <- ctable(x, y)
N <- sum(x)
cm <- btable(x)
Stat <- c(
Acc = mean((cm["tp",] + cm["tn",]) / N),
Err = mean((cm["fp",] + cm["fn",]) / N),
Prec_m = sum(cm["tp",]) / sum(cm["tp",] + cm["fp",]),
Prec_M = mean(cm["tp",] / (cm["tp",] + cm["fp",])),
Spec_m = sum(cm["tn",]) / sum(cm["fp",] + cm["tn",]),
Spec_M = mean(cm["tn",] / (cm["fp",] + cm["tn",])),
Rec_m = sum(cm["tp",]) / sum(cm["tp",] + cm["fn",]),
Rec_M = mean(cm["tp",] / (cm["tp",] + cm["fn",])))
Stat <- c(Stat,
## F-score is harmonic mean
## G-score is geometric mean sqrt(prec * recall)
F_m = unname((beta^2 + 1) * Stat["Prec_m"] * Stat["Rec_m"] /
(beta^2 * Stat["Prec_m"] + Stat["Rec_m"])),
F_M = unname((beta^2 + 1) * Stat["Prec_M"] * Stat["Rec_M"] /
(beta^2 * Stat["Prec_M"] + Stat["Rec_M"])))
Mat <- rbind(Accuracy=(cm["tp",] + cm["tn",]) / N,
Error=(cm["fp",] + cm["fn",]) / N,
Precision=cm["tp",] / (cm["tp",] + cm["fp",]),
Specificity=cm["tn",] / (cm["fp",] + cm["tn",]),
Recall=cm["tp",] / (cm["tp",] + cm["fn",])) # recall = sensitivity
#Mat <- rbind(Mat, Jouden=Mat["Specificity",]+Mat["Recall",]-1)
Mat <- rbind(Mat, AUC=0.5*(Mat["Specificity",]+Mat["Recall",]))
out <- list(ctable=x, btable=cm, average=Stat, beta=beta,
single=Mat)
class(out) <- "multiclass"
out
}
etable <- function(table, type="cohen", w=NULL) {
type <- match.arg(type,
c("majority", "random", "weighted", "cohen"))
N <- sum(table)
K <- ncol(table)
p <- rowSums(table) / N
q <- colSums(table) / N
if (type == "majority") {
## mcc: majority class classifier, No Information Rate (NIR)
ecm <- table
ecm[] <- 0
ecm[,which.max(p)] <- rowSums(table)
}
if (type == "random") {
## rgc: random-guess classifier
ecm <- table
ecm[] <- N/K * p
}
if (type == "weighted") {
## rwgc: random-weighted-guess classifier
ecm <- table
if (is.null(w)) {
w <- p
} else {
w <- w / sum(w)
}
ecm[] <- N * p %*% t(p)
}
if (type == "cohen") {
## Cohen
ecm <- table
ecm[] <- N * p %*% t(q)
}
ecm
}
rtable <- function(n, table, type=c("r", "rc")) {
type <- match.arg(type)
if (type == "rc") {
out <- array(unlist(r2dtable(n, rowSums(table), colSums(table))),
c(dim(table), n))
}
if (type == "r") {
r <- rowSums(table)
K <- length(r)
f <- function() {
t(sapply(seq_len(K), function(i)
rmultinom(1, r[i], table[i,])))
}
out <- replicate(n, f())
}
#out <- rmultinom(n, sum(table), table) # this does not keep margins
dimnames(out) <- list(rownames(table), colnames(table), NULL)
out
}
kappa <- function(predicted, reference) {
a <- sum(diag(predicted)) / sum(predicted)
a0 <- sum(diag(reference)) / sum(reference)
k <- (a - a0) / (1 - a0)
c(a=a, a0=a0, k=k)
}
eval_fun <-
function(table, FUN=kappa, n=0, ptype="cohen", rtype="r", w=NULL, ...)
{
ref <- etable(table, type=ptype, w=w)
D <- c(dim(table), n+1)
rnd <- if (n > 0)
c(ref, rtable(n, ref, type=rtype)) else c(ref)
dim(rnd) <- D
k <- sapply(seq_len(n+1), function(i, ...) FUN(table, rnd[,,i], ...))
k
}
if (FALSE) {
N <- 100
K <- 5
x <- sample(LETTERS[1:K], N, replace=TRUE, prob=sqrt(2^(0:(K-1))))
y <- x
for (i in 1:length(x))
if (runif(1) > 0.1)
y[i] <- sample(LETTERS[1:K], 1)
(ct <- ctable(x, y))
(cm <- btable(ct))
untable(ct)
stopifnot(all(ctable(untable(ct)$x, untable(ct)$y) == ctable(x, y)))
(x <- multiclass(x, y))
eval_fun(ct, n=10)
f <- function(x, y) {
c(x=multiclass(x)$single["Precision",], y=multiclass(x)$single["Precision",])
}
eval_fun(ct, f, n=10)
}
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