theplu::yat::statistics::AUC Class Reference

Class calculating Area Under ROC Curve. More...

#include <yat/statistics/AUC.h>

Inheritance diagram for theplu::yat::statistics::AUC:

List of all members.

Public Member Functions
	AUC (bool absolute=true)
	Defaul Constructor.
double	score (const classifier::Target &target, const utility::VectorBase &value) const
double	score (const classifier::Target &target, const classifier::DataLookupWeighted1D &value) const
double	score (const classifier::Target &target, const utility::VectorBase &value, const utility::VectorBase &weight) const
void	absolute (bool absolute)
	Function changing mode of Score.
virtual double	score (const classifier::Target &target, const classifier::DataLookup1D &value) const
double	score (const classifier::Target &target, const classifier::DataLookup1D &value, const classifier::DataLookup1D &weight) const
Protected Attributes
bool	absolute_
Friends
class	ROC

---

Detailed Description

Class calculating Area Under ROC Curve.

---

Constructor & Destructor Documentation

theplu::yat::statistics::AUC::AUC

(

bool

absolute = true

)

Defaul Constructor.

Parameters:

absolute

if true max(AUC, 1-AUC) is used

---

Member Function Documentation

double theplu::yat::statistics::Score::score	(	const classifier::Target &	target,
		const classifier::DataLookup1D &	value,
		const classifier::DataLookup1D &	weight
	)			const [inherited]

Function calculating the weighted version of score. In absolute mode, also the score using negated class labels is calculated, and the largest of the two scores are calculated. Absolute mode should be used when two-tailed test is wanted.

value and weight are copied to utility::vector and the corresponding operator is called. If speed is important this operator should be implemented in inherited class to avoid copying.

virtual double theplu::yat::statistics::Score::score	(	const classifier::Target &	target,
		const classifier::DataLookup1D &	value
	)			const [virtual, inherited]

Function calculating the score. In absolute mode, also the score using negated class labels is calculated, and the largest of the two scores are calculated.

value is copied to a utility::vector and that operator is called. If speed is important this operator should be implemented in inherited class to avoid copying.

Returns:

score

double theplu::yat::statistics::AUC::score	(	const classifier::Target &	target,
		const utility::VectorBase &	value,
		const utility::VectorBase &	weight
	)			const [virtual]

Function taking values, target, weight and a vector defining what samples to use. The area is defines as , 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 -.

Returns:

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 where is number of samples.

Implements theplu::yat::statistics::Score.

double theplu::yat::statistics::AUC::score	(	const classifier::Target &	target,
		const classifier::DataLookupWeighted1D &	value
	)			const [virtual]

Function taking values, target, weight and a vector defining what samples to use. The area is defines as , 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 -.

Returns:

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 where is number of samples.

Reimplemented from theplu::yat::statistics::Score.

double theplu::yat::statistics::AUC::score	(	const classifier::Target &	target,
		const utility::VectorBase &	value
	)			const [virtual]

Function taking value, target (+1 or -1) and vector defining what samples to use. The score is equivalent to Mann-Whitney statistics.

Returns:

the area under the ROC curve. If the area is less than 0.5 and absolute=true, 1-area is returned. Complexity is where is number of samples.

Implements theplu::yat::statistics::Score.

---

Member Data Documentation

bool theplu::yat::statistics::Score::absolute_ [protected, inherited]

true if method is absolute, which means if score is below expected value (by chance) E, score returns E-score+E instead.

---

The documentation for this class was generated from the following file:

• yat/statistics/AUC.h