source: trunk/yat/statistics/ROCscore.h @ 779

#ifndef _theplu_yat_statistics_roc_score_ 
#define _theplu_yat_statistics_roc_score_ 

// $Id: ROCscore.h 779 2007-03-05 18:58:30Z peter $

/*
  Copyright (C) The authors contributing to this file.

  This file is part of the yat library, http://lev.thep.lu.se/trac/yat

  The yat library is free software; you can redistribute it and/or
  modify it under the terms of the GNU General Public License as
  published by the Free Software Foundation; either version 2 of the
  License, or (at your option) any later version.

  The yat library is distributed in the hope that it will be useful,
  but WITHOUT ANY WARRANTY; without even the implied warranty of
  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
  General Public License for more details.

  You should have received a copy of the GNU General Public License
  along with this program; if not, write to the Free Software
  Foundation, Inc., 59 Temple Place - Suite 330, Boston, MA
  02111-1307, USA.
*/

#include "Score.h"
#include "yat/utility/stl_utility.h"

#include <utility>
#include <map>

namespace theplu {
namespace yat {
namespace classifier {
  class Target;
}
namespace utility {
  class vector;
}
namespace statistics {  

  ///
  /// @brief Class for Reciever Operating Characteristic. 
  ///   
  class ROCscore : public Score
  {
  
  public:
    ///
    ///
    ///
    ROCscore(bool absolute=true);

    /// Function taking \a value, \a target (+1 or -1) and vector
    /// defining what samples to use. The score is equivalent to
    /// Mann-Whitney statistics.
    /// @return the area under the ROC curve. If the area is less
    /// than 0.5 and absolute=true, 1-area is returned. Complexity is
    /// \f$ N\log N \f$ where \f$ N \f$ is number of samples.
    ///
    double score(const classifier::Target& target, 
                 const utility::vector& value) const; 
    
    /** 
        Function taking values, target, weight and a vector defining
        what samples to use. The area is defines as \f$ \frac{\sum
        w^+w^-}{\sum w^+w^-}\f$, where the sum in the numerator goes
        over all pairs where value+ is larger than value-. The
        denominator goes over all pairs. If target is equal to 1,
        sample belonges to class + otherwise sample belongs to class
        -. @return wheighted version of area under the ROC curve. If
        the area is less than 0.5 and absolute=true, 1-area is
        returned. Complexity is \f$ N^2 \f$ where \f$ N \f$ is number
        of samples.
    */
    double score(const classifier::Target& target, 
                 const classifier::DataLookupWeighted1D& value) const; 

    /** 
        Function taking values, target, weight and a vector defining
        what samples to use. The area is defines as \f$ \frac{\sum
        w^+w^-}{\sum w^+w^-}\f$, where the sum in the numerator goes
        over all pairs where value+ is larger than value-. The
        denominator goes over all pairs. If target is equal to 1,
        sample belonges to class + otherwise sample belongs to class
        -. @return wheighted version of area under the ROC curve. If
        the area is less than 0.5 and absolute=true, 1-area is
        returned. Complexity is \f$ N^2 \f$ where \f$ N \f$ is number
        of samples.
    */
    double score(const classifier::Target& target, 
                 const utility::vector& value, 
                 const utility::vector& weight) const; 

  private:
    typedef std::multimap<double, std::pair<bool, double> > MultiMap;
    double score(const MultiMap&) const;
    
  };

}}} // of namespace statistics, yat, and theplu

#endif