getperform {TSLA} | R Documentation |
Get performance metrics for classification
Description
Evaluate the prediction performance under the classification settings.
Usage
getperform(
ytest,
ypretest,
family,
threshold.method = c("youden", "specificity.control", "quantile"),
specificity = NULL
)
Arguments
ytest |
Response vector for test data. |
ypretest |
Predicted probability for test data. |
family |
"ls" or "logic". Return MSE when "ls" is used. |
threshold.method |
Method to get the threshold. |
specificity |
User-defined specificity or quantile. |
Details
The function supports three methods to select the threshold of the predicted probability.
threshold.method = "youden"
: The optimal threshold corresponds to
the point that maximizes the distance to the identity (diagonal) line on
the ROC curve.
threshold.method = "specificity.control"
: The optimal threshold
corresponds to the smallest value that ensures the required specificity
value.
threshold.method = "quantile"
: The optimal threshold corresponds to
the required quantile of the predicted probability.
Value
List of measures.
AUC |
Area under the ROC curve. |
AUPRC |
Area under the precision-recall curve. |
threshold |
Selected threshold of the probability. |
sensitivity |
Sensitivity with the selected threshold. |
ppv |
Positive predictive value with the selected threshold. |
specificity |
Specificity with the selected threshold. |
true.positive |
Number of true positive with the selected threshold. |
false.positive |
Number of false positive with the selected threshold. |