1 | // $Id: roc_test.cc 1120 2008-02-21 23:18:41Z peter $ |
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2 | |
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3 | /* |
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4 | Copyright (C) 2007 Peter Johansson |
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5 | |
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6 | This file is part of the yat library, http://trac.thep.lu.se/yat |
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7 | |
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8 | The yat library is free software; you can redistribute it and/or |
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9 | modify it under the terms of the GNU General Public License as |
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10 | published by the Free Software Foundation; either version 2 of the |
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11 | License, or (at your option) any later version. |
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12 | |
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13 | The yat library is distributed in the hope that it will be useful, |
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14 | but WITHOUT ANY WARRANTY; without even the implied warranty of |
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15 | MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
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16 | General Public License for more details. |
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17 | |
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18 | You should have received a copy of the GNU General Public License |
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19 | along with this program; if not, write to the Free Software |
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20 | Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA |
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21 | 02111-1307, USA. |
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22 | */ |
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23 | |
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24 | #include "yat/classifier/DataLookupWeighted1D.h" |
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25 | #include "yat/classifier/Target.h" |
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26 | #include "yat/statistics/ROC.h" |
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27 | #include "yat/statistics/utility.h" |
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28 | #include "yat/utility/matrix.h" |
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29 | #include "yat/utility/Vector.h" |
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30 | |
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31 | #include <cmath> |
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32 | #include <fstream> |
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33 | #include <iostream> |
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34 | |
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35 | |
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36 | using namespace theplu::yat; |
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37 | |
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38 | int main(const int argc,const char* argv[]) |
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39 | { |
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40 | std::ostream* error; |
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41 | if (argc>1 && argv[1]==std::string("-v")) |
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42 | error = &std::cerr; |
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43 | else { |
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44 | error = new std::ofstream("/dev/null"); |
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45 | if (argc>1) |
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46 | std::cout << "roc_test -v : for printing extra information\n"; |
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47 | } |
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48 | bool ok = true; |
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49 | |
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50 | *error << "testing ROC" << std::endl; |
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51 | utility::Vector value(31); |
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52 | std::vector<std::string> label(31,"negative"); |
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53 | for (size_t i=0; i<16; i++) |
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54 | label[i] = "positive"; |
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55 | classifier::Target target(label); |
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56 | for (size_t i=0; i<value.size(); i++) |
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57 | value(i)=i; |
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58 | statistics::ROC roc; |
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59 | add(roc, value, target); |
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60 | double area = roc.area(); |
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61 | if (area!=0.0){ |
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62 | *error << "test_roc: area is " << area << " should be 0.0" |
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63 | << std::endl; |
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64 | ok = false; |
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65 | } |
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66 | target.set_binary(0,false); |
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67 | target.set_binary(1,true); |
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68 | roc.reset(); |
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69 | add(roc, value, target); |
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70 | area = roc.area(); |
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71 | if (area!=1.0){ |
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72 | *error << "test_roc: area is " << area << " should be 1.0" |
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73 | << std::endl; |
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74 | ok = false; |
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75 | } |
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76 | |
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77 | double p = roc.p_value_one_sided(); |
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78 | double p2 = roc.p_value(); |
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79 | double p_matlab = 0.00000115; |
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80 | if (p/p_matlab > 1.01 | p/p_matlab < 0.99){ |
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81 | *error << "get_p_approx: p-value not correct" << std::endl; |
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82 | *error << p << " expected " << p_matlab << std::endl; |
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83 | ok = false; |
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84 | } |
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85 | if (p2 != 2*p) { |
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86 | ok = false; |
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87 | *error << "Two-sided P-value should equal 2 * one-sided P-value.\n"; |
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88 | } |
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89 | roc.minimum_size() = 20; |
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90 | p = roc.p_value_one_sided(); |
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91 | p2 = roc.p_value(); |
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92 | if (p > pow(10, -8.0) | p < pow(10, -9.0)){ |
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93 | *error << "get_p_exact: p-value not correct" << std::endl; |
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94 | ok = false; |
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95 | } |
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96 | if (p2 != 2*p) { |
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97 | ok = false; |
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98 | *error << "Two-sided P-value should equal 2 * one-sided P-value.\n"; |
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99 | } |
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100 | |
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101 | classifier::DataLookupWeighted1D dlw(target.size(),1.3); |
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102 | add(roc, dlw, target); |
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103 | |
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104 | if (ok) |
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105 | return 0; |
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106 | return -1; |
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107 | } |
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