VUROCS (version 1.0)

VUScov: Covariance of two volumes under the ROC surface

Description

Computes the covariance of the two volumes under the ROC surface (VUS) implied by two predictions fx1 and fx2 (i.e. values of two ranking functions f1 and f2) for a vector of realisations y (i.e. realised categories) in a multi-class classification problem.

Usage

VUScov(y, fx1, fx2, ncores = 1, clusterType = "SOCK")

Arguments

y

a vector of realized categories.

fx1

a vector of predicted values of the ranking function f1.

fx2

a vector of predicted values of the ranking function f2.

ncores

number of cores to be used for parallelized computations. Its default value is 1.

clusterType

type of cluster to be initialized in case more than one core is used for calculations. Its default value is "SOCK". For details regarding the different types to be used, see makeCluster.

Value

The implemented algorithm is based on Waegeman, De Baets and Boullart (2008). A list of length three is returned, containing the following components:

cov

covariance of the two volumes under the ROC surface implied by f1 and f2

val_f1

volume under the ROC surface implied by f1

val_f2

volume under the ROC surface implied by f2

References

Waegeman W., De Baets B., Boullart L., 2008. On the scalability of ordered multi-class ROC analysis. Computational Statistics & Data Analysis 52, 3371-3388.

Examples

# NOT RUN {
VUScov(c(1,2,1,3,2,3),c(1,2,3,4,5,6),c(1,3,2,4,6,5))
# }