Changeset 2595

Timestamp:

Oct 30, 2011, 4:27:20 AM (12 years ago)

Author:

Peter

Message:

fixes #678. ROC p_value

Location:

trunk

Files:

• test/roc.cc (modified) (3 diffs)
• yat/statistics/ROC.cc (modified) (3 diffs)

trunk/test/roc.cc

@@ -124 +124 @@
     -+++- 3 3
     -++-+ 2 2
-    -+-++ 1 0.5
+    -+-++ 1 0.5 *** our second case ***
     --+++ 0 0.5
    */
@@ -145 +145 @@
   else
     suite.add(true);
+
+  suite.out() << "test p exact with ties II\n";
+  roc.reset();
+  roc.add(2, false);
+  roc.add(1, true);
+  roc.add(1, false);
+  roc.add(0, true);
+  roc.add(-1, true);
+  suite.add(suite.equal(roc.area(), 0.5/6));
+  if (!suite.add(suite.equal(roc.p_value_one_sided(), 10.0/10.0)))
+    suite.out() << "  p_value_one_sided: expected 0.3\n";
+  if (!suite.add(suite.equal(roc.p_value(), 3.0/10.0)))
+    suite.out() << "  (two-sided) p_value: expected 0.5\n";
 }
 
@@ -183 +196 @@
     roc.add(i, i<5);
   if (roc.p_value_one_sided()<0.5) {
-    suite.xadd(false);
+    suite.add(false);
     suite.err() << "error: expected p-value>0.5\n  found: " 
                 << roc.p_value_one_sided() << "\n";
   }
-
 }
 

trunk/yat/statistics/ROC.cc

@@ -27 +27 @@
 #include <gsl/gsl_cdf.h>
 
+#include <algorithm>
 #include <cassert>
 #include <cmath>
@@ -137 +138 @@
   double ROC::p_exact(double area) const
   {
-    if (area>=0.5)
-      return p_exact_with_ties(multimap_.begin(), multimap_.end(),
-                               area*w_pos_*w_neg_, w_pos_, w_neg_);
-    return p_exact_with_ties(multimap_.rbegin(), multimap_.rend(),
-                             (1.0-area)*w_pos_*w_neg_, w_pos_, w_neg_);
-    
-   
+    return p_exact_with_ties(multimap_.begin(), multimap_.end(),
+                             area*w_pos_*w_neg_, w_pos_, w_neg_);
   }
 
@@ -156 +152 @@
     if (use_exact_method()) {
       double p = 0;
-      p = p_exact(area); 
+      double abs_area = std::max(area, 1-area);
+      p = p_exact(abs_area);
       if (has_ties_) {
-        p += p_exact(1-area);
+        p += p_exact_with_ties(multimap_.rbegin(), multimap_.rend(),
+                               abs_area*w_pos_*w_neg_, w_pos_, w_neg_);
       }
       else