huge (version 1.2.7)

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(path, theta, verbose = TRUE)

Arguments

path

A graph path.

theta

The true graph structure.

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. T. Zhao and H. Liu. The huge Package for High-dimensional Undirected Graph Estimation in R. Journal of Machine Learning Research, 2012 2. H. Liu, F. Han, M. Yuan, J. Lafferty and L. Wasserman. High Dimensional Semiparametric Gaussian Copula Graphical Models. Annals of Statistics,2012 3. D. Witten and J. Friedman. New insights and faster computations for the graphical lasso. Journal of Computational and Graphical Statistics, to appear, 2011. 4. Han Liu, Kathryn Roeder and Larry Wasserman. Stability Approach to Regularization Selection (StARS) for High Dimensional Graphical Models. Advances in Neural Information Processing Systems, 2010. 5. R. Foygel and M. Drton. Extended bayesian information criteria for gaussian graphical models. Advances in Neural Information Processing Systems, 2010. 6. H. Liu, J. Lafferty and L. Wasserman. The Nonparanormal: Semiparametric Estimation of High Dimensional Undirected Graphs. Journal of Machine Learning Research, 2009 7. J. Fan and J. Lv. Sure independence screening for ultra-high dimensional feature space (with discussion). Journal of Royal Statistical Society B, 2008. 8. O. Banerjee, L. E. Ghaoui, A. d'Aspremont: Model Selection Through Sparse Maximum Likelihood Estimation for Multivariate Gaussian or Binary Data. Journal of Machine Learning Research, 2008. 9. J. Friedman, T. Hastie and R. Tibshirani. Regularization Paths for Generalized Linear Models via Coordinate Descent. Journal of Statistical Software, 2008. 10. J. Friedman, T. Hastie and R. Tibshirani. Sparse inverse covariance estimation with the lasso, Biostatistics, 2007. 11. N. Meinshausen and P. Buhlmann. High-dimensional Graphs and Variable Selection with the Lasso. The Annals of Statistics, 2006.

See Also

huge and huge-package

Examples

# NOT RUN {
#generate data
L = huge.generator(d = 200, graph = "cluster", prob = 0.3)
out1 = huge(L$data)

#draw ROC curve
Z1 = huge.roc(out1$path,L$theta)

#Maximum F1 score
max(Z1$F1)
# }