Type: | Package |
Title: | Estimation and Inference of Two-Way pAUC, pAUC and pODC |
Version: | 2.1.1 |
Date: | 2017-1-12 |
Author: | Hanfang Yang, Kun Lu, Xiang Lyu, Feifang Hu, Yichuan Zhao |
Maintainer: | Xiang Lyu <lyu17@purdue.edu> |
Description: | Tools for estimating and inferring two-way partial area under receiver operating characteristic curves (two-way pAUC), partial area under receiver operating characteristic curves (pAUC), and partial area under ordinal dominance curves (pODC). Methods includes Mann-Whitney statistic and Jackknife, etc. |
Imports: | pROC, stats, graphics |
Depends: | R (≥ 3.1.1) |
License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
LazyData: | true |
RoxygenNote: | 5.0.1 |
URL: | http://arxiv.org/abs/1508.00298 http://www3.stat.sinica.edu.tw/statistica/j27n1/j27n117/j27n117.html http://www.ncbi.nlm.nih.gov/pubmed/20729218 |
Suggests: | knitr, rmarkdown |
VignetteBuilder: | knitr |
NeedsCompilation: | no |
Packaged: | 2017-04-09 00:48:04 UTC; xianglyu |
Repository: | CRAN |
Date/Publication: | 2017-04-09 13:38:34 UTC |
Estimation and Inference of Two-Way Partial AUC, FPR partial AUC and FNR partial ODC
Description
Tools of estimation and inference of two-way partial AUC, FPR partial AUC and FNR partial ODC. Methods are proposed in Yang et al., 2016 and Yang et al., 2017, including Mann-Whitney Statistic
, jackknife method
, etc.
Details
Package: | tpAUC |
Type: | Package |
Date | 2017-04-08 |
License: | GPL (>= 2) |
Author(s)
Hanfang Yang, Kun Lu, Xiang Lyu, Feifang Hu, Yichuan Zhao. |
Maintainer: Xiang Lyu <lyu17@purdue.edu> |
References
Wang Z, Chang Y. Marker selection via maximizing the partial area under the ROC curve of linear risk scores[J]. Biostatistics, 2011, 12(2): 369-385. |
Yang H, Lu K, Lyu X, Hu F. Two-Way Partial AUC and Its Properties[J]. arXiv:1508.00298, 2016. |
Yang H, Lu K, Zhao Y. A nonparametric approach for partial areas under ROC curves and ordinal dominance curves. Statistica Sinica, 2017, 27: 357-371. |
Partial ODC Estimation and Inference
Description
Estimate and infer the area of region under ODC curve with pre-specific FNR constraint (FNR-pODC). See Yang et al., 2017 for details.
Usage
podc(response, predictor, threshold = 0.9, method = "MW", ci = TRUE,
cp = 0.95, smooth = FALSE)
Arguments
response |
a factor, numeric or character vector of responses; typically encoded with 0 (negative) and 1 (positive). Only two classes can be used in a ROC curve. If its levels are not 0/1, the first level will be defaultly regarded as negative. |
predictor |
a numeric vector of the same length than response, containing the predicted value of each observation. An ordered factor is coerced to a numeric. |
threshold |
numeric; false negative rate (FNR) constraint. |
method |
methods to estimate FNR-pODC. |
ci |
logic; compute the confidence interval of estimation? |
cp |
numeric; coverage probability of confidence interval. |
smooth |
if |
Details
This function estimates and infers FNR partial ODC given response, predictor and pre-specific FNR constraint.
MW
: Mann-Whitney statistic. expect
: method in Yang et al., 2017 adapted from Wang and Chang, 2011. jackknife
: jackknife method in Yang et al., 2017.
Value
Estimation and Inference of FNR partial ODC.
Author(s)
Hanfang Yang, Kun Lu, Xiang Lyu, Feifang Hu, Yichuan Zhao.
See Also
Examples
library('pROC')
data(aSAH)
podc(aSAH$outcome, aSAH$s100b,threshold=0.9, method='expect',ci=TRUE, cp=0.95 )
Partial ODC Inference
Description
Infer the area of region under ordinal dominance curve with pre-specific FNR constraint (FNR-pODC). See Yang et al., 2017 for details.
Usage
podc.ci(response, predictor, cp = 0.95, threshold = 0.9, method = "MW")
Arguments
response |
a factor, numeric or character vector of responses; typically encoded with 0 (negative) and 1 (positive). Only two classes can be used in a ROC curve. If its levels are not 0 and 1, the first level will be defaultly regarded as negative. |
predictor |
a numeric vector of the same length than response, containing the predicted value of each observation. An ordered factor is coerced to a numeric. |
cp |
numeric; coverage probability of confidence interval. |
threshold |
numeric; false negative rate (FNR) constraint. |
method |
methods to estimate partial ODC. |
Details
This function infers FNR partial ODC given response, predictor and pre-specific FNR constraint.
MW
: Mann-Whitney statistic. expect
: method in (2.2) Wang and Chang, 2011. jackknife
: jackknife method in Yang et al., 2017.
Value
Confidence interval of FNR partial ODC.
Author(s)
Hanfang Yang, Kun Lu, Xiang Lyu, Feifang Hu, Yichuan Zhao.
See Also
Examples
library('pROC')
data(aSAH)
podc.ci(aSAH$outcome, aSAH$s100b, method='expect',threshold=0.8, cp=0.97)
Partial ODC Estimation
Description
Estimate the area of region under ordinal dominance curve with pre-specific FNR constraint (FNR-pODC). See Yang et al., 2017 for details.
Usage
podc.est(response, predictor, threshold = 0.9, method = "MW",
smooth = FALSE)
Arguments
response |
a factor, numeric or character vector of responses; typically encoded with 0 (negative) and 1 (positive). Only two classes can be used in a ROC curve. If its levels are not 0 and 1, the first level will be defaultly regarded as negative. |
predictor |
a numeric vector of the same length than response, containing the predicted value of each observation. An ordered factor is coerced to a numeric. |
threshold |
numeric; false negative rate (FNR) constraint. |
method |
methods to estimate partial ODC. |
smooth |
if |
Details
This function estimates FNR partial ODC given response, predictor and pre-specific FNR constraint.
MW
: Mann-Whitney statistic. expect
: method in Yang et al., 2017 adapted from Wang and Chang, 2011. jackknife
: jackknife method in Yang et al., 2017.
Value
Estimation of FNR partial ODC.
Author(s)
Hanfang Yang, Kun Lu, Xiang Lyu, Feifang Hu, Yichuan Zhao.
See Also
Examples
library('pROC')
data(aSAH)
podc.est(aSAH$outcome, aSAH$s100b, method='expect',threshold=0.8 )
Partial AUC Estimation and Inference
Description
Estimate and infer the area of region under ROC curve with pre-specific FPR constraint (FPR-pAUC). See Yang et al., 2017 for details.
Usage
proc(response, predictor, threshold = 0.9, method = "MW", ci = TRUE,
cp = 0.95, smooth = FALSE)
Arguments
response |
a factor, numeric or character vector of responses; typically encoded with 0 (negative) and 1 (positive). Only two classes can be used in a ROC curve. If its levels are not 0/1, the first level will be defaultly regarded as negative. |
predictor |
a numeric vector of the same length than response, containing the predicted value of each observation. An ordered factor is coerced to a numeric. |
threshold |
numeric; false positive rate (FPR) constraint. |
method |
methods to estimate FPR-pAUC. |
ci |
logic; compute the confidence interval of estimation? |
cp |
numeric; coverage probability of confidence interval. |
smooth |
if |
Details
This function estimates and infers FPR partial AUC given response, predictor and pre-specific FPR constraint.
MW
: Mann-Whitney statistic. expect
: method in (2.2) Wang and Chang, 2011. jackknife
: jackknife method in Yang et al., 2017.
Value
Estimate and Inference of FPR partial AUC.
Author(s)
Hanfang Yang, Kun Lu, Xiang Lyu, Feifang Hu, Yichuan Zhao.
See Also
roc
, tproc.est
, proc.est
, proc.ci
Examples
library('pROC')
data(aSAH)
proc(aSAH$outcome, aSAH$s100b,threshold=0.9, method='expect',ci=TRUE, cp=0.95)
Partial AUC Inference
Description
Infer the area of region under ROC curve with pre-specific FPR constraint (FPR-pAUC). See Yang et al., 2017 for details.
Usage
proc.ci(response, predictor, cp = 0.95, threshold = 0.9, method = "MW")
Arguments
response |
a factor, numeric or character vector of responses; typically encoded with 0 (negative) and 1 (positive). Only two classes can be used in a ROC curve. If its levels are not 0/1, the first level will be defaultly regarded as negative. |
predictor |
a numeric vector of the same length than response, containing the predicted value of each observation. An ordered factor is coerced to a numeric. |
cp |
numeric; coverage probability of confidence interval. |
threshold |
numeric; false positive rate (FPR) constraint. |
method |
methods to estimate FPR-pAUC. |
Details
This function infers FPR partial AUC given response, predictor and pre-specific FPR constraint.
MW
: Mann-Whitney statistic. method in Yang et al., 2017 adapted from Wang and Chang, 2011. jackknife
: jackknife method in Yang et al., 2017.
Value
Confidence interval of FPR partial AUC.
Author(s)
Hanfang Yang, Kun Lu, Xiang Lyu, Feifang Hu, Yichuan Zhao.
See Also
Examples
library('pROC')
data(aSAH)
proc.ci(aSAH$outcome, aSAH$s100b, cp=0.95 ,threshold=0.9,method='expect')
Partial AUC Estimation
Description
Estimate the area of region under ROC curve with pre-specific FPR constraint (FPR-pAUC). See Yang et al., 2017 for details.
Usage
proc.est(response, predictor, threshold = 0.9, method = "MW",
smooth = FALSE)
Arguments
response |
a factor, numeric or character vector of responses; typically encoded with 0 (negative) and 1 (positive). Only two classes can be used in a ROC curve. If its levels are not 0 and 1, the first level will be defaultly regarded as negative. |
predictor |
a numeric vector of the same length than response, containing the predicted value of each observation. An ordered factor is coerced to a numeric. |
threshold |
numeric; false positive rate (FPR) constraint. |
method |
methods to estimate FPR-pAUC. |
smooth |
if |
Details
This function estimates FPR partial AUC given response, predictor and pre-specific FPR constraint.
MW
: Mann-Whitney statistic. expect
: method in (2.2) Wang and Chang, 2011. jackknife
: jackknife method in Yang et al., 2017.
Value
Estimate of FPR partial AUC.
Author(s)
Hanfang Yang, Kun Lu, Xiang Lyu, Feifang Hu, Yichuan Zhao.
See Also
Examples
library('pROC')
data(aSAH)
proc.est(aSAH$outcome, aSAH$s100b, method='expect',threshold=0.8)
Two-Way Partial AUC Estimation
Description
Estimate the area of region under ROC curve under pre-specific FPR/TPR constraints (two-way partial AUC). See Yang et al., 2016 for details.
Usage
tproc.est(response, predictor, threshold = c(1, 0), smooth = FALSE)
Arguments
response |
a factor, numeric or character vector of responses; typically encoded with 0 (negative) and 1 (positive). Only two classes can be used in a ROC curve. If its levels are not 0 and 1, the first level will be defaultly regarded as negative. |
predictor |
a numeric vector of the same length than response, containing the predicted value of each observation. An ordered factor is coerced to a numeric. |
threshold |
a length-two numeric vector; the first element is FPR threshold, the second is TPR. |
smooth |
if |
Details
This function estimates two-way partial AUC given response, predictor and pre-specific FPR/TPR constraints.
Value
Estimate of two-way partial AUC.
Author(s)
Hanfang Yang, Kun Lu, Xiang Lyu, Feifang Hu, Yichuan Zhao.
See Also
Examples
library('pROC')
data(aSAH)
tproc.est(aSAH$outcome, aSAH$s100b, threshold=c(0.8,0.2))