rocCV: Calculate the Receiver Operating Characteristics with...

In statcodes/nproc: Neyman-Pearson (NP) Classification Algorithms and NP Receiver Operating Characteristic (NP-ROC) Curves

Description

rocCV calculates the receiver operating characterisitc with cross-validation

Usage

rocCV(x = NULL, y, method = c("logistic", "penlog", "svm", "randomforest",
  "lda", "nb", "ada", "tree"), metric = "CV", n.folds = 5,
  train.frac = 0.5, n.cores = 1, randSeed = 0, ...)

Arguments

x	n * p observation matrix. n observations, p covariates.
y	n 0/1 observatons.
method	classification method(s). logistic: Logistic regression. glm function with family = 'binomial' penlog: Penalized logistic regression with LASSO penalty. glmnet in glmnet package svm: Support Vector Machines. svm in e1071 package randomforest: Random Forest. randomForest in randomForest package Linear Discriminant Analysis. lda: lda in MASS package nb: Naive Bayes. naiveBayes in e1071 package ada: Ada-Boost. ada in ada package
metric	metric used for averging performance. Includes 'CV' and 'SS' as options. Default = 'CV'.
n.folds	number of folds used for cross-validation or the number of splits in the subsampling. Default = 5.
train.frac	fraction of training data in the subsampling process. Default = 0.5.
n.cores	number of cores used for parallel computing. Default = 1.
randSeed	the random seed used in the algorithm. Default = 0.
...	additional arguments.

Value

A list.

fpr	sequence of false positive rate.
tpr	sequence of true positive rate.

References

Xin Tong, Yang Feng, and Jingyi Jessica Li (2016), Neyman-Pearson (NP) classification algorithms and NP receiver operating characteristic (NP-ROC), manuscript, http://arxiv.org/abs/1608.03109

See Also

nproc

Examples

n = 200
x = matrix(rnorm(n*2),n,2)
c = 1 - 3*x[,1]
y = rbinom(n,1,1/(1+exp(-c)))
fit = rocCV(x, y, method = 'svm')
fit2 = rocCV(x, y, method = 'penlog')
fit3 = rocCV(x, y, method = 'penlog', metric = 'SS')

statcodes/nproc documentation built on May 30, 2019, 9:42 a.m.