Compute the Area Under the Curve for a classification.
Arguments
- detection_values
Values corresponding to elements that are detected. Must be named.
- true
Vector of element that are supposed to be detected.
- all
Vector of all elements.
- m
Total number of elements.
- direction
With
<(default), detected elements are those which are strictly less than the threshold. Could be change to">",<=or>=.- df_measures
A dataframe with
TPRandFRPcolumns. E.g. the output ofebc_tidy_by_threshold.
Examples
set.seed(42)
X1 <- rnorm(50)
X2 <- rnorm(50)
X3 <- rnorm(50)
predictors <- paste0("X", 1:3)
df_lm <- data.frame(X1 = X1, X2 = X2, X3 = X3,
X4 = X1 + X2 + X3 + rnorm(50, sd = 0.5),
X5 = X1 + 3 * X3 + rnorm(50, sd = 0.5),
X6 = X2 - 2 * X3 + rnorm(50, sd = 0.5),
X7 = X1 - X2 + rnorm(50, sd = 2),
Y = X1 - X2 + 3 * X3 + rnorm(50))
model <- lm(Y ~ ., data = df_lm)
pvalues <- summary(model)$coefficients[-1, 4]
ebc_AUC(pvalues, predictors, m = 7)
#> [1] 1
df_measures <- ebc_tidy_by_threshold(pvalues, predictors, m = 7)
ebc_AUC_from_measures(df_measures)
#> [1] 1
