ROC and ROC-like curves

This generates data with a plot of an ROC curve or an ROC like curve for binary response

Usage

YARFROC(
  X,
  y,
  x_axis = "FPR",
  y_axis = "TPR",
  use_prop_data = 1,
  minimum_class_proportion = 0.02,
  desired_interval = 0.05,
  tolerance = 0.001,
  y_axis_fine_resolution = FALSE,
  plot = TRUE,
  verbose = TRUE,
  ...
)

Arguments

X

The covariate data frame

y

The binary response vector

x_axis

The rate to plot on the x-axis of the ROC like plot as a 3-character case-insensitive string. The default is "FPR" but it canbe any of the following:

"tpr" - true positive rate (AKA "sensitivity" or "recall") i.e the number predicted positive among those truly positive "fnr" - false negative rate (AKA "miss rate") i.e the number predicted negative among those truly positive "fpr" - false positive rate (AKA "fall-out") i.e. the number predicted positive among those truly negative "tnr" - true negative rate (AKA "specificity") i.e. the number predicted negative among those truly negative "ppv" - positive predictive value i.e. the number truly positive among those predicted positive "fdr" - false discovery rate i.e. the number truly negative among those predicted positive "fomr" - false omission rate i.e. the number truly positive among those predicted negative "npv" - negative predictive value i.e. the number truly negative among those predicted negative

y_axis

The rate to plot on the y-axis of the ROC like plot as a 3-character string. The default is "TPR" but it can be any of those listed in the documentation for the x_axis parameter. Must be different from x-axis.

use_prop_data

Relative multiplier controlling the resampled class proportions.

minimum_class_proportion

Smallest positive-class proportion considered while tracing the curve.

desired_interval

Target spacing between adjacent metric values.

tolerance

Recursion stops when candidate class proportions differ by less than this value.

y_axis_fine_resolution

Whether to make an additional pass emphasizing resolution on the y-axis.

plot

Whether to draw intermediate and final ROC-like plots.

verbose

Whether to print progress information.

...

Additional arguments passed to YARF construction. This cannot include bootstrap_indicies.

Value

A data frame containing all models with the percent of first class in levels(y) for the bootstrap indices to replicate any point on the plot.

Author

Adam