EPX (version 1.0.4)

AHR: Calculate AHR (or expected AHR)

Description

Calculates average hitrate (AHR), which is equivalent to average precision. When there are ties in ranking (not all values in phat are unique), the result is the expection of AHR. The algorithm that produces this analytic result assumes that the items in any tied group are in an arbitrary order within the group.

Usage

AHR(y, phat, ...)

Arguments

y

True (binary) response vector where 1 is the rare/relevant class.

phat

Numeric vector of estimated probabilities of relevance.

...

Further arguments passed to or from other methods.

Value

Numeric value of average hitrate; expected average hitrate when there are ties.

Details

Implementation adapted from Wang (2005, Chapter 3). Please also see Chapter 3 of Wang (2005) for AHR and expected AHR formulas.

References

Wang, M. (2005). Statistical Methods for High Throughput Screening Drug Discovery Data (Doctoral thesis). University of Waterloo, Waterloo, Ontario, Canada.

Examples

# NOT RUN {
## AHR when there are no ties in phat:
resp <- c(1, 0, 0, 0, 1)
prob <- (1:5)*0.1
AHR(y = resp, phat = prob)
# expect answer: 1/2 * (1 + 0 + 0 + 0 + 2/5)

## (Expected) AHR when there are ties in phat:
resp <- c(1, 1, 0,   0,   0,   0,   0,    1,   0, 0)
prob <- c(1, 1, 1, 0.4, 0.4, 0.3, 0.2, 0.15, 0.1, 0)
AHR(y = resp, phat = prob)
# expect answer: 1/3 * (2/3 + 1/2 * (1/3 + 2/3) + 1/3 * 4/3 +
#                       1/8 * (2/3 + 2/3 + 2/3 + 1))
# }