huge (version 1.0.1)

huge.roc: Draw ROC Curve for a graph path

Description

Draws ROC curve for a graph path according to the true graph structure

Usage

huge.roc(est, theta, verbose = TRUE)

Arguments

est

There are two choices for the input est: (1) A graph path. (2)An object with S3 class "huge" containing est$path as a graph path and est$theta as the true graph structure.

theta

The true graph structure. ONLY applicable when the input est is a graph path.

verbose

If verbose = FALSE, tracing information printing is disabled. The default value is TRUE.

Value

• An object with S3 class "roc" is returned:
• F1
  The F1 scores along the graph path.
• tp
  The true positive rates along the graph path
• fp
  The false positive rates along the graph paths
• AUC
  Area under the ROC curve

Details

To avoid the horizontal oscillation, false positive rates is automaically sorted in the ascent oder and true positive rates also follow the same order.

References

1.Tuo Zhao and Han Liu. HUGE: A Package for High-dimensional Undirected Graph Estimation. Technical Report, Carnegie Mellon University, 2010

See Also

huge and huge-package

Examples

#generate data
L = huge.generator(d = 200, graph = "cluster", prob = 0.3)
out1 = huge(L)

#draw ROC curve
Z1 = huge.roc(out1)

#Maximum F1 score
max(Z1$F1)