Changeset 998 for trunk/yat

Timestamp:

Dec 13, 2007, 9:34:16 PM (14 years ago)

Author:

Peter

Message:

taking care of ties in calculation of Area Under Curve - refs #144

File:

• trunk/yat/statistics/AUC.cc (modified) (1 diff)

trunk/yat/statistics/AUC.cc

@@ -98 +98 @@
     double cumsum_pos_w=0;
     double cumsum_neg_w=0;
+    double cache_cumsum_pos_w=0;
+    double cache_cumsum_neg_w=0;
     typedef MultiMap::const_iterator iter;
 
-    for (iter i=m.begin(); i!=m.end(); ++i)
+    for (iter i=m.begin(); i!=m.end(); ++i) {
       if (i->second.first){
-        area += i->second.second * cumsum_neg_w;
-        cumsum_pos_w += i->second.second;
+        cache_cumsum_pos_w += i->second.second;
       }
       else
-        cumsum_neg_w += i->second.second;
+        cache_cumsum_neg_w += i->second.second;
 
+      iter n(i);
+      ++n;
+      // last entry OR entry is smaller than next one
+      if ( n==m.end() || i->first < n->first) {
+        if (i->second.first)
+          area += cache_cumsum_pos_w * ( cumsum_neg_w + cache_cumsum_neg_w/2 );
+        cumsum_pos_w += cache_cumsum_pos_w;
+        cache_cumsum_pos_w = 0;
+        cumsum_neg_w += cache_cumsum_neg_w;
+        cache_cumsum_neg_w = 0;
+      }
+    }
     // max area is cumsum_neg_w * cumsum_pos_w
     area/=(cumsum_neg_w*cumsum_pos_w);