Title: | Estimation and Inference of Two-Way pAUC, pAUC and pODC |
---|---|
Description: | Tools for estimating and inferring two-way partial area under receiver operating characteristic curves (two-way pAUC), partial area under receiver operating characteristic curves (pAUC), and partial area under ordinal dominance curves (pODC). Methods includes Mann-Whitney statistic and Jackknife, etc. |
Authors: | Hanfang Yang, Kun Lu, Xiang Lyu, Feifang Hu, Yichuan Zhao |
Maintainer: | Xiang Lyu <[email protected]> |
License: | GPL (>= 2) |
Version: | 2.1.1 |
Built: | 2024-12-02 06:38:08 UTC |
Source: | CRAN |
Estimate and infer the area of region under ODC curve with pre-specific FNR constraint (FNR-pODC). See Yang et al., 2017 for details.
podc(response, predictor, threshold = 0.9, method = "MW", ci = TRUE, cp = 0.95, smooth = FALSE)
podc(response, predictor, threshold = 0.9, method = "MW", ci = TRUE, cp = 0.95, smooth = FALSE)
response |
a factor, numeric or character vector of responses; typically encoded with 0 (negative) and 1 (positive). Only two classes can be used in a ROC curve. If its levels are not 0/1, the first level will be defaultly regarded as negative. |
predictor |
a numeric vector of the same length than response, containing the predicted value of each observation. An ordered factor is coerced to a numeric. |
threshold |
numeric; false negative rate (FNR) constraint. |
method |
methods to estimate FNR-pODC. |
ci |
logic; compute the confidence interval of estimation? |
cp |
numeric; coverage probability of confidence interval. |
smooth |
if |
This function estimates and infers FNR partial ODC given response, predictor and pre-specific FNR constraint.
MW
: Mann-Whitney statistic. expect
: method in Yang et al., 2017 adapted from Wang and Chang, 2011. jackknife
: jackknife method in Yang et al., 2017.
Estimation and Inference of FNR partial ODC.
Hanfang Yang, Kun Lu, Xiang Lyu, Feifang Hu, Yichuan Zhao.
library('pROC') data(aSAH) podc(aSAH$outcome, aSAH$s100b,threshold=0.9, method='expect',ci=TRUE, cp=0.95 )
library('pROC') data(aSAH) podc(aSAH$outcome, aSAH$s100b,threshold=0.9, method='expect',ci=TRUE, cp=0.95 )
Infer the area of region under ordinal dominance curve with pre-specific FNR constraint (FNR-pODC). See Yang et al., 2017 for details.
podc.ci(response, predictor, cp = 0.95, threshold = 0.9, method = "MW")
podc.ci(response, predictor, cp = 0.95, threshold = 0.9, method = "MW")
response |
a factor, numeric or character vector of responses; typically encoded with 0 (negative) and 1 (positive). Only two classes can be used in a ROC curve. If its levels are not 0 and 1, the first level will be defaultly regarded as negative. |
predictor |
a numeric vector of the same length than response, containing the predicted value of each observation. An ordered factor is coerced to a numeric. |
cp |
numeric; coverage probability of confidence interval. |
threshold |
numeric; false negative rate (FNR) constraint. |
method |
methods to estimate partial ODC. |
This function infers FNR partial ODC given response, predictor and pre-specific FNR constraint.
MW
: Mann-Whitney statistic. expect
: method in (2.2) Wang and Chang, 2011. jackknife
: jackknife method in Yang et al., 2017.
Confidence interval of FNR partial ODC.
Hanfang Yang, Kun Lu, Xiang Lyu, Feifang Hu, Yichuan Zhao.
library('pROC') data(aSAH) podc.ci(aSAH$outcome, aSAH$s100b, method='expect',threshold=0.8, cp=0.97)
library('pROC') data(aSAH) podc.ci(aSAH$outcome, aSAH$s100b, method='expect',threshold=0.8, cp=0.97)
Estimate the area of region under ordinal dominance curve with pre-specific FNR constraint (FNR-pODC). See Yang et al., 2017 for details.
podc.est(response, predictor, threshold = 0.9, method = "MW", smooth = FALSE)
podc.est(response, predictor, threshold = 0.9, method = "MW", smooth = FALSE)
response |
a factor, numeric or character vector of responses; typically encoded with 0 (negative) and 1 (positive). Only two classes can be used in a ROC curve. If its levels are not 0 and 1, the first level will be defaultly regarded as negative. |
predictor |
a numeric vector of the same length than response, containing the predicted value of each observation. An ordered factor is coerced to a numeric. |
threshold |
numeric; false negative rate (FNR) constraint. |
method |
methods to estimate partial ODC. |
smooth |
if |
This function estimates FNR partial ODC given response, predictor and pre-specific FNR constraint.
MW
: Mann-Whitney statistic. expect
: method in Yang et al., 2017 adapted from Wang and Chang, 2011. jackknife
: jackknife method in Yang et al., 2017.
Estimation of FNR partial ODC.
Hanfang Yang, Kun Lu, Xiang Lyu, Feifang Hu, Yichuan Zhao.
library('pROC') data(aSAH) podc.est(aSAH$outcome, aSAH$s100b, method='expect',threshold=0.8 )
library('pROC') data(aSAH) podc.est(aSAH$outcome, aSAH$s100b, method='expect',threshold=0.8 )
Estimate and infer the area of region under ROC curve with pre-specific FPR constraint (FPR-pAUC). See Yang et al., 2017 for details.
proc(response, predictor, threshold = 0.9, method = "MW", ci = TRUE, cp = 0.95, smooth = FALSE)
proc(response, predictor, threshold = 0.9, method = "MW", ci = TRUE, cp = 0.95, smooth = FALSE)
response |
a factor, numeric or character vector of responses; typically encoded with 0 (negative) and 1 (positive). Only two classes can be used in a ROC curve. If its levels are not 0/1, the first level will be defaultly regarded as negative. |
predictor |
a numeric vector of the same length than response, containing the predicted value of each observation. An ordered factor is coerced to a numeric. |
threshold |
numeric; false positive rate (FPR) constraint. |
method |
methods to estimate FPR-pAUC. |
ci |
logic; compute the confidence interval of estimation? |
cp |
numeric; coverage probability of confidence interval. |
smooth |
if |
This function estimates and infers FPR partial AUC given response, predictor and pre-specific FPR constraint.
MW
: Mann-Whitney statistic. expect
: method in (2.2) Wang and Chang, 2011. jackknife
: jackknife method in Yang et al., 2017.
Estimate and Inference of FPR partial AUC.
Hanfang Yang, Kun Lu, Xiang Lyu, Feifang Hu, Yichuan Zhao.
roc
, tproc.est
, proc.est
, proc.ci
library('pROC') data(aSAH) proc(aSAH$outcome, aSAH$s100b,threshold=0.9, method='expect',ci=TRUE, cp=0.95)
library('pROC') data(aSAH) proc(aSAH$outcome, aSAH$s100b,threshold=0.9, method='expect',ci=TRUE, cp=0.95)
Infer the area of region under ROC curve with pre-specific FPR constraint (FPR-pAUC). See Yang et al., 2017 for details.
proc.ci(response, predictor, cp = 0.95, threshold = 0.9, method = "MW")
proc.ci(response, predictor, cp = 0.95, threshold = 0.9, method = "MW")
response |
a factor, numeric or character vector of responses; typically encoded with 0 (negative) and 1 (positive). Only two classes can be used in a ROC curve. If its levels are not 0/1, the first level will be defaultly regarded as negative. |
predictor |
a numeric vector of the same length than response, containing the predicted value of each observation. An ordered factor is coerced to a numeric. |
cp |
numeric; coverage probability of confidence interval. |
threshold |
numeric; false positive rate (FPR) constraint. |
method |
methods to estimate FPR-pAUC. |
This function infers FPR partial AUC given response, predictor and pre-specific FPR constraint.
MW
: Mann-Whitney statistic. method in Yang et al., 2017 adapted from Wang and Chang, 2011. jackknife
: jackknife method in Yang et al., 2017.
Confidence interval of FPR partial AUC.
Hanfang Yang, Kun Lu, Xiang Lyu, Feifang Hu, Yichuan Zhao.
library('pROC') data(aSAH) proc.ci(aSAH$outcome, aSAH$s100b, cp=0.95 ,threshold=0.9,method='expect')
library('pROC') data(aSAH) proc.ci(aSAH$outcome, aSAH$s100b, cp=0.95 ,threshold=0.9,method='expect')
Estimate the area of region under ROC curve with pre-specific FPR constraint (FPR-pAUC). See Yang et al., 2017 for details.
proc.est(response, predictor, threshold = 0.9, method = "MW", smooth = FALSE)
proc.est(response, predictor, threshold = 0.9, method = "MW", smooth = FALSE)
response |
a factor, numeric or character vector of responses; typically encoded with 0 (negative) and 1 (positive). Only two classes can be used in a ROC curve. If its levels are not 0 and 1, the first level will be defaultly regarded as negative. |
predictor |
a numeric vector of the same length than response, containing the predicted value of each observation. An ordered factor is coerced to a numeric. |
threshold |
numeric; false positive rate (FPR) constraint. |
method |
methods to estimate FPR-pAUC. |
smooth |
if |
This function estimates FPR partial AUC given response, predictor and pre-specific FPR constraint.
MW
: Mann-Whitney statistic. expect
: method in (2.2) Wang and Chang, 2011. jackknife
: jackknife method in Yang et al., 2017.
Estimate of FPR partial AUC.
Hanfang Yang, Kun Lu, Xiang Lyu, Feifang Hu, Yichuan Zhao.
library('pROC') data(aSAH) proc.est(aSAH$outcome, aSAH$s100b, method='expect',threshold=0.8)
library('pROC') data(aSAH) proc.est(aSAH$outcome, aSAH$s100b, method='expect',threshold=0.8)
Tools of estimation and inference of two-way partial AUC, FPR partial AUC and FNR partial ODC. Methods are proposed in Yang et al., 2016 and Yang et al., 2017, including Mann-Whitney Statistic
, jackknife method
, etc.
Package: | tpAUC |
Type: | Package |
Date | 2017-04-08 |
License: | GPL (>= 2) |
Hanfang Yang, Kun Lu, Xiang Lyu, Feifang Hu, Yichuan Zhao. |
Maintainer: Xiang Lyu <[email protected]> |
Wang Z, Chang Y. Marker selection via maximizing the partial area under the ROC curve of linear risk scores[J]. Biostatistics, 2011, 12(2): 369-385. |
Yang H, Lu K, Lyu X, Hu F. Two-Way Partial AUC and Its Properties[J]. arXiv:1508.00298, 2016. |
Yang H, Lu K, Zhao Y. A nonparametric approach for partial areas under ROC curves and ordinal dominance curves. Statistica Sinica, 2017, 27: 357-371. |
Estimate the area of region under ROC curve under pre-specific FPR/TPR constraints (two-way partial AUC). See Yang et al., 2016 for details.
tproc.est(response, predictor, threshold = c(1, 0), smooth = FALSE)
tproc.est(response, predictor, threshold = c(1, 0), smooth = FALSE)
response |
a factor, numeric or character vector of responses; typically encoded with 0 (negative) and 1 (positive). Only two classes can be used in a ROC curve. If its levels are not 0 and 1, the first level will be defaultly regarded as negative. |
predictor |
a numeric vector of the same length than response, containing the predicted value of each observation. An ordered factor is coerced to a numeric. |
threshold |
a length-two numeric vector; the first element is FPR threshold, the second is TPR. |
smooth |
if |
This function estimates two-way partial AUC given response, predictor and pre-specific FPR/TPR constraints.
Estimate of two-way partial AUC.
Hanfang Yang, Kun Lu, Xiang Lyu, Feifang Hu, Yichuan Zhao.
library('pROC') data(aSAH) tproc.est(aSAH$outcome, aSAH$s100b, threshold=c(0.8,0.2))
library('pROC') data(aSAH) tproc.est(aSAH$outcome, aSAH$s100b, threshold=c(0.8,0.2))