source: trunk/src/ROC.cc @ 75

// $Id: ROC.cc 75 2004-05-04 09:51:58Z peter $

// System includes
#include <algorithm>
#include <utility>
#include <vector>

// Thep C++ Tools
#include "ROC.h"
#include "stl_utility.h"
#include "vector.h"

namespace theplu {
namespace cpptools {  

  ROC::ROC(const gslapi::vector& target, const gslapi::vector& value) 
  
    : value_(), nof_pos_(0), minimum_size_(10)

       
  {
    for (unsigned int i=0; i<target.size(); i++){
      int targ=static_cast<int>(target(i));
      std::pair<int, double> tmp(targ, value(i));
      value_.push_back(tmp);
      if (targ==1)
        nof_pos_++;
    }
    sort(value_.begin(),value_.end(),
         pair_value_compare<int,double>());
    
  }


  double ROC::area()
  {
    using namespace std;
    double area=0;
    for (unsigned int i=0; i<value_.size(); i++)
      if (value_[i].first==1)
        area+=i;
    // Normalizing the area to 0-1
    area = (area/nof_pos_ - (nof_pos_ - 1)/2 )/(value_.size() - nof_pos_);

    return area;
  }


  double ROC::get_p(const double area)
  {
    double p;
    if (nof_pos_ < minimum_size_ & value_.size()-nof_pos_ < minimum_size_)
      p = get_p_exact(area*nof_pos_*(value_.size()-nof_pos_), 
                          nof_pos_, value_.size()-nof_pos_);
    else
    p = get_p_approx(area);
    return p;
  }


  double ROC::get_p_approx(const double area) 
  {
    double x = area - 0.5;
    double sigma = (pow((value_.size()-nof_pos_)* nof_pos_ *
                        (value_.size()+1)/12, 0.5) /
                    (value_.size() - nof_pos_ ) / nof_pos_);
    double p = gsl_cdf_gaussian_Q(x, sigma);
        
    return p;
  }


  double ROC::get_p_exact(const double block, const double nof_pos, 
                            const double nof_neg)
  {
    double p;
    if (block <= 0.0)
      p = 1.0;
    else if (block > nof_neg*nof_pos)
      p = 0.0;
    else {
      double p1 = get_p_exact(block-nof_neg, nof_pos-1, nof_neg);
      double p2 = get_p_exact(block, nof_pos, nof_neg-1);
      p = nof_pos/(nof_pos+nof_neg)*p1 + nof_neg/(nof_pos+nof_neg)*p2;
    }
    return p;
  }

}} // of namespace cpptools and namespace theplu