// Copyright ©2016 The Gonum Authors. All rights reserved. // Use of this source code is governed by a BSD-style // license that can be found in the LICENSE file. package stat_test import ( "fmt" "math" "gonum.org/v1/gonum/floats" "gonum.org/v1/gonum/integrate" "gonum.org/v1/gonum/stat" ) func ExampleROC_weighted() { y := []float64{0, 3, 5, 6, 7.5, 8} classes := []bool{false, true, false, true, true, true} weights := []float64{4, 1, 6, 3, 2, 2} tpr, fpr, _ := stat.ROC(nil, y, classes, weights) fmt.Printf("true positive rate: %v\n", tpr) fmt.Printf("false positive rate: %v\n", fpr) // Output: // true positive rate: [0 0.25 0.5 0.875 0.875 1 1] // false positive rate: [0 0 0 0 0.6 0.6 1] } func ExampleROC_unweighted() { y := []float64{0, 3, 5, 6, 7.5, 8} classes := []bool{false, true, false, true, true, true} tpr, fpr, _ := stat.ROC(nil, y, classes, nil) fmt.Printf("true positive rate: %v\n", tpr) fmt.Printf("false positive rate: %v\n", fpr) // Output: // true positive rate: [0 0.25 0.5 0.75 0.75 1 1] // false positive rate: [0 0 0 0 0.5 0.5 1] } func ExampleROC_threshold() { y := []float64{0.1, 0.4, 0.35, 0.8} classes := []bool{false, false, true, true} stat.SortWeightedLabeled(y, classes, nil) tpr, fpr, thresh := stat.ROC(nil, y, classes, nil) fmt.Printf("true positive rate: %v\n", tpr) fmt.Printf("false positive rate: %v\n", fpr) fmt.Printf("cutoff thresholds: %v\n", thresh) // Output: // true positive rate: [0 0.5 0.5 1 1] // false positive rate: [0 0 0.5 0.5 1] // cutoff thresholds: [+Inf 0.8 0.4 0.35 0.1] } func ExampleROC_unsorted() { y := []float64{8, 7.5, 6, 5, 3, 0} classes := []bool{true, true, true, false, true, false} weights := []float64{2, 2, 3, 6, 1, 4} stat.SortWeightedLabeled(y, classes, weights) tpr, fpr, _ := stat.ROC(nil, y, classes, weights) fmt.Printf("true positive rate: %v\n", tpr) fmt.Printf("false positive rate: %v\n", fpr) // Output: // true positive rate: [0 0.25 0.5 0.875 0.875 1 1] // false positive rate: [0 0 0 0 0.6 0.6 1] } func ExampleROC_knownCutoffs() { y := []float64{8, 7.5, 6, 5, 3, 0} classes := []bool{true, true, true, false, true, false} weights := []float64{2, 2, 3, 6, 1, 4} cutoffs := []float64{-1, 3, 4} stat.SortWeightedLabeled(y, classes, weights) tpr, fpr, _ := stat.ROC(cutoffs, y, classes, weights) fmt.Printf("true positive rate: %v\n", tpr) fmt.Printf("false positive rate: %v\n", fpr) // Output: // true positive rate: [0.875 1 1] // false positive rate: [0.6 0.6 1] } func ExampleROC_equallySpacedCutoffs() { y := []float64{8, 7.5, 6, 5, 3, 0} classes := []bool{true, true, true, false, true, true} weights := []float64{2, 2, 3, 6, 1, 4} n := 9 stat.SortWeightedLabeled(y, classes, weights) cutoffs := make([]float64, n) floats.Span(cutoffs, math.Nextafter(y[0], y[0]-1), y[len(y)-1]) tpr, fpr, _ := stat.ROC(cutoffs, y, classes, weights) fmt.Printf("true positive rate: %.3v\n", tpr) fmt.Printf("false positive rate: %.3v\n", fpr) // Output: // true positive rate: [0.167 0.333 0.583 0.583 0.583 0.667 0.667 0.667 1] // false positive rate: [0 0 0 1 1 1 1 1 1] } func ExampleROC_aUC_unweighted() { y := []float64{0.1, 0.35, 0.4, 0.8} classes := []bool{true, false, true, false} tpr, fpr, _ := stat.ROC(nil, y, classes, nil) // Compute Area Under Curve. auc := integrate.Trapezoidal(fpr, tpr) fmt.Printf("true positive rate: %v\n", tpr) fmt.Printf("false positive rate: %v\n", fpr) fmt.Printf("auc: %v\n", auc) // Output: // true positive rate: [0 0 0.5 0.5 1] // false positive rate: [0 0.5 0.5 1 1] // auc: 0.25 } func ExampleROC_aUC_weighted() { y := []float64{0.1, 0.35, 0.4, 0.8} classes := []bool{true, false, true, false} weights := []float64{1, 2, 2, 1} tpr, fpr, _ := stat.ROC(nil, y, classes, weights) // Compute Area Under Curve. auc := integrate.Trapezoidal(fpr, tpr) fmt.Printf("auc: %f\n", auc) // Output: // auc: 0.444444 } func ExampleTOC() { classes := []bool{ false, false, false, false, false, false, false, false, false, false, false, false, false, false, true, true, true, true, true, true, true, false, false, true, false, true, false, false, true, false, } min, ntp, max := stat.TOC(classes, nil) fmt.Printf("minimum bound: %v\n", min) fmt.Printf("TOC: %v\n", ntp) fmt.Printf("maximum bound: %v\n", max) // Output: // minimum bound: [0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 2 3 4 5 6 7 8 9 10] // TOC: [0 0 1 1 1 2 2 3 3 3 4 5 6 7 8 9 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10] // maximum bound: [0 1 2 3 4 5 6 7 8 9 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10 10] } func ExampleTOC_unsorted() { y := []float64{8, 7.5, 6, 5, 3, 0} classes := []bool{true, false, true, false, false, false} weights := []float64{4, 1, 6, 3, 2, 2} stat.SortWeightedLabeled(y, classes, weights) min, ntp, max := stat.TOC(classes, weights) fmt.Printf("minimum bound: %v\n", min) fmt.Printf("TOC: %v\n", ntp) fmt.Printf("maximum bound: %v\n", max) // Output: // minimum bound: [0 0 0 3 6 8 10] // TOC: [0 4 4 10 10 10 10] // maximum bound: [0 4 5 10 10 10 10] } func ExampleTOC_aUC_unweighted() { classes := []bool{true, false, true, false} _, ntp, _ := stat.TOC(classes, nil) pos := ntp[len(ntp)-1] base := float64(len(classes)) - pos // Compute the area under ntp and under the // minimum bound. x := floats.Span(make([]float64, len(classes)+1), 0, float64(len(classes))) aucNTP := integrate.Trapezoidal(x, ntp) aucMin := pos * pos / 2 // Calculate the the area under the curve // within the bounding parallelogram. auc := aucNTP - aucMin // Calculate the area within the bounding // parallelogram. par := pos * base // The AUC is the ratio of the area under // the curve within the bounding parallelogram // and the total parallelogram bound. auc /= par fmt.Printf("number of true positives: %v\n", ntp) fmt.Printf("auc: %v\n", auc) // Output: // number of true positives: [0 0 1 1 2] // auc: 0.25 } func ExampleTOC_aUC_weighted() { classes := []bool{true, false, true, false} weights := []float64{1, 2, 2, 1} min, ntp, max := stat.TOC(classes, weights) // Compute the area under ntp and under the // minimum and maximum bounds. x := make([]float64, len(classes)+1) floats.CumSum(x[1:], weights) aucNTP := integrate.Trapezoidal(x, ntp) aucMin := integrate.Trapezoidal(x, min) aucMax := integrate.Trapezoidal(x, max) // Calculate the the area under the curve // within the bounding parallelogram. auc := aucNTP - aucMin // Calculate the area within the bounding // parallelogram. par := aucMax - aucMin // The AUC is the ratio of the area under // the curve within the bounding parallelogram // and the total parallelogram bound. auc /= par fmt.Printf("number of true positives: %v\n", ntp) fmt.Printf("auc: %f\n", auc) // Output: // number of true positives: [0 0 2 2 3] // auc: 0.444444 }