caret (version 5.07-001)

confusionMatrix: Create a confusion matrix

Description

Calculates a cross-tabulation of observed and predicted classes with associated statistics.

Usage

confusionMatrix(data, ...)
## S3 method for class 'default':
confusionMatrix(data, reference, positive = NULL, 
                dnn = c("Prediction", "Reference"), 
                prevalence = NULL, ...)
## S3 method for class 'table':
confusionMatrix(data, positive = NULL, prevalence = NULL, ...)

Value

• a list with elements
• table
  the results of table on data and reference
• positive
  the positive result level
• overall
  a numeric vector with overall accuracy and Kappa statistic values
• byClass
  the sensitivity, specificity, positive predictive value, negative predictive value, prevalence, dection rate and detection prevalence for each class. For two class systems, this is calculated once using the positive argument

Details

The functions requires that the factors have exactly the same levels.

For two class problems, the sensitivity, specificity, positive predictive value and negative predictive value is calculated using the positive argument. Also, the prevalence of the "event" is computed from the data (unless passed in as an argument), the detection rate (the rate of true events also predicted to be events) and the detection prevalence (the prevalence of predicted events).

Suppose a 2x2 table with notation

rcc{ Reference Predicted Event No Event Event A B No Event C D }

The formulas used here are: $$Sensitivity=A/(A+C)$$ $$Specificity=D/(B+D)$$ $$Prevalence=(A+C)/(A+B+C+D)$$ $$PPV=(sensitivity\ast Prevalence)/((sensitivity\ast Prevalence)+((1-specificity)\ast (1-Prevalence)))$$ $$NPV=(specificity\ast (1-Prevalence))/(((1-sensitivity)\ast Prevalence)+((specificity)\ast (1-Prevalence)))$$ $$DetectionRate=A/(A+B+C+D)$$ $$DetectionPrevalence=(A+B)/(A+B+C+D)$$

See the references for discusions of the first five formulas.

For more than two classes, these results are calculated comparing each factor level to the remaining levels (i.e. a "one versus all" approach).

The overall accuracy and unweighted Kappa statistic are calculated. A p-value from McNemar's test is also computed using mcnemar.test (which can produce NA values with sparse tables).

The overall accuracy rate is computed along with a 95 percent confidence interval for this rate (using binom.test) and a one-sided test to see if the accuracy is better than the "no information rate," which is taken to be the largest class percentage in the data.

References

Kuhn, M. (2008), ``Building predictive models in R using the caret package, '' Journal of Statistical Software, (http://www.jstatsoft.org/v28/i05/).

Altman, D.G., Bland, J.M. (1994) ``Diagnostic tests 1: sensitivity and specificity,'' British Medical Journal, vol 308, 1552.

Altman, D.G., Bland, J.M. (1994) ``Diagnostic tests 2: predictive values,'' British Medical Journal, vol 309, 102.

See Also

as.table.confusionMatrix, as.matrix.confusionMatrix, sensitivity, specificity, posPredValue, negPredValue, print.confusionMatrix, binom.test

Examples

###################
## 2 class example

lvs <- c("normal", "abnormal")
truth <- factor(rep(lvs, times = c(86, 258)),
                levels = rev(lvs))
pred <- factor(
               c(
                 rep(lvs, times = c(54, 32)),
                 rep(lvs, times = c(27, 231))),               
               levels = rev(lvs))

xtab <- table(pred, truth)

confusionMatrix(xtab)
confusionMatrix(pred, truth)
confusionMatrix(xtab, prevalence = 0.25)   

###################
## 3 class example

library(MASS)

fit <- lda(Species ~ ., data = iris)
model <- predict(fit)$class

irisTabs <- table(model, iris$Species)

confusionMatrix(irisTabs)
confusionMatrix(model, iris$Species)

newPrior <- c(.05, .8, .15)
names(newPrior) <- levels(iris$Species)

confusionMatrix(irisTabs, prevalence = newPrior)
## Need names for prevalence
confusionMatrix(irisTabs, prevalence = c(.05, .8, .15))