source: trunk/src/ROC.h @ 69

// $Id: ROC.h 69 2004-04-29 14:21:25Z peter $

#ifndef _theplu_cpptools_roc_ 
#define _theplu_cpptools_roc_ 

// C++ tools include
/////////////////////
#include "vector.h"

#include <gsl/gsl_cdf.h>

// Standard C++ includes
////////////////////////
#include <utility>
#include <vector>

namespace theplu {
namespace cpptools {  
  ///
  /// Class for ROC.
  ///   
  class ROC
  {
  
  public:
    ///
    /// Constructor taking a value vector and a target vector (+1 or -1).
    ///
    ROC(const gslapi::vector&, const gslapi::vector&);
         
    ///
    /// @return the area under the ROC curve
    ///
    double ROC::area(void);
       


    ///
    ///Calculates the p-value, i.e. the probability of observing an area
    ///equally or larger if the null hypothesis is true. If P is near zero,
    ///this casts doubt on this hypothesis. The null hypothesis is that the
    ///values from the 2 classes are generated from 2 identical
    ///distributions. The alternative is that the median of the first
    ///distribution is shifted from the median of the second distribution by a
    ///non-zero amount. If the smallest group size is larger than minimum_size
    ///(default = 10), then P is calculated using a normal approximation.
    /// @return the p-value
    ///
    double ROC::get_p(const double);
         
    ///
    /// Changes minimum_size , i.e. the border between exact and
    /// approximative method for calculating the p-value.
    ///
    inline void minimum_size(const u_int minimum_size) {minimum_size_ = minimum_size; }  

  private:
    std::vector<std::pair<int, double> > value_;
    double nof_pos_;
    u_int minimum_size_;
    ///
    ///
    ///
    /// @return the p-value
    ///
    double ROC::get_p_approx(const double);
    
///
    /// @return the p-value
    ///
    double ROC::get_p_exact(const double, const double, 
                            const double);
        
  };

}} // of namespace cpptools and namespace theplu

#endif