source: trunk/c++_tools/statistics/ROC.h @ 623

Last change on this file since 623 was 623, checked in by Peter, 15 years ago

fixes #112 and refs #123 added overloaded function score taking Target and DataLookupWeighted1D, which is needed for InputRanker?.

  • Property svn:eol-style set to native
  • Property svn:keywords set to Author Date Id Revision
File size: 4.3 KB
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1#ifndef _theplu_statistics_roc_
2#define _theplu_statistics_roc_
3
4// $Id: ROC.h 623 2006-09-05 02:13:12Z peter $
5
6#include <c++_tools/classifier/Target.h>
7#include <c++_tools/statistics/Score.h>
8
9#include <utility>
10#include <vector>
11
12namespace theplu {
13  namespace utility {
14    class vector;
15  }
16namespace statistics { 
17
18  ///
19  /// Class for ROC (Reciever Operating Characteristic).
20  ///   
21  /// As the area under an ROC curve is equivalent to Mann-Whitney U
22  /// statistica, this class can be used to perform a Mann-Whitney
23  /// U-test (aka Wilcoxon).
24  ///
25  class ROC : public Score
26  {
27 
28  public:
29    ///
30    /// Default constructor
31    ///
32    ROC(bool absolute=true);
33         
34    ///
35    /// Destructor
36    ///
37    virtual ~ROC(void) {};
38         
39    /// Function taking \a value, \a target (+1 or -1) and vector
40    /// defining what samples to use. The score is equivalent to
41    /// Mann-Whitney statistics.
42    /// @return the area under the ROC curve. If the area is less
43    /// than 0.5 and absolute=true, 1-area is returned. Complexity is
44    /// \f$ N\log N \f$ where \f$ N \f$ is number of samples.
45    ///
46    double score(const classifier::Target& target, 
47                 const utility::vector& value); 
48   
49    /// Function taking values, target, weight and a vector defining
50    /// what samples to use. The area is defines as \f$ \frac{\sum
51    /// w^+w^-}{\sum w^+w^-}\f$, where the sum in the numerator goes
52    /// over all pairs where value+ is larger than value-. The
53    /// denominator goes over all pairs. If target is equal to 1,
54    /// sample belonges to class + otherwise sample belongs to class
55    /// -. @return wheighted version of area under the ROC curve. If
56    /// the area is less than 0.5 and absolute=true, 1-area is
57    /// returned. Complexity is \f$ N^2 \f$ where \f$ N \f$ is number
58    /// of samples.
59    ///
60    double score(const classifier::Target& target, 
61                 const classifier::DataLookupWeighted1D& value); 
62       
63
64    /// Function taking values, target, weight and a vector defining
65    /// what samples to use. The area is defines as \f$ \frac{\sum
66    /// w^+w^-}{\sum w^+w^-}\f$, where the sum in the numerator goes
67    /// over all pairs where value+ is larger than value-. The
68    /// denominator goes over all pairs. If target is equal to 1,
69    /// sample belonges to class + otherwise sample belongs to class
70    /// -. @return wheighted version of area under the ROC curve. If
71    /// the area is less than 0.5 and absolute=true, 1-area is
72    /// returned. Complexity is \f$ N^2 \f$ where \f$ N \f$ is number
73    /// of samples.
74    ///
75    double score(const classifier::Target& target, 
76                 const utility::vector& value, 
77                 const utility::vector& weight); 
78       
79
80    ///
81    ///Calculates the p-value, i.e. the probability of observing an
82    ///area equally or larger if the null hypothesis is true. If P is
83    ///near zero, this casts doubt on this hypothesis. The null
84    ///hypothesis is that the values from the 2 classes are generated
85    ///from 2 identical distributions. The alternative is that the
86    ///median of the first distribution is shifted from the median of
87    ///the second distribution by a non-zero amount. If the smallest
88    ///group size is larger than minimum_size (default = 10), then P
89    ///is calculated using a normal approximation.  @return the
90    ///one-sided p-value( if absolute true is used this is equivalent
91    ///to the two-sided p-value.)
92    ///
93    double p_value(void) const;
94   
95    ///
96    /// minimum_size is the threshold for when a normal
97    /// approximation is used for the p-value calculation.
98    ///
99    /// @return reference to minimum_size
100    ///
101    inline u_int& minimum_size(void){ return minimum_size_; } 
102
103    bool target(const size_t i) const;
104    inline size_t n(void) const { return vec_pair_.size(); }
105    inline size_t n_pos(void) const { return nof_pos_; }
106
107  private:
108   
109    /// Implemented as in MatLab 13.1
110    double get_p_approx(const double) const;
111
112    /// Implemented as in MatLab 13.1
113    double get_p_exact(const double, const double, const double) const;
114
115    double area_;
116    u_int minimum_size_;
117    u_int nof_pos_;
118    std::vector<std::pair<bool, double> > vec_pair_; // class-value-pair
119  };
120
121  ///
122  /// The output operator for the ROC class. The output is an Nx2
123  /// matrix, where the first column is the sensitivity and second
124  /// is the specificity.
125  ///
126  std::ostream& operator<< (std::ostream& s, const ROC&);
127
128
129}} // of namespace statistics and namespace theplu
130
131#endif
132
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