Re: [R] how to compute a roc curve

2008-10-31 Thread Saeed Abu Nimeh
Try library(ROCR)

Pau Marc Munoz Torres wrote:
 Hi,
 
  I'm trying to set up a prediction software, now i testing the performance
 of my method, so i need to calculate a ROC curve, specially auc, cut-off,
 sens and spec, i just looking at ROCH package, but it's a mass for me,  i'm
 not a math guy and I'm getting lost
 
 Could any of you recommend me an easy-to-use package to do this task? i just
 have a list of positive/negative samples and his score on my program. can I
 compute a roc curve with this?
 
 thanks
 
 pau
 
 
 
 
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Re: [R] how to compute a roc curve

2008-10-31 Thread Greg Snow
There are various packages that do ROC curves (others have mentioned some, you 
can search for the others), but ROC curves are not that hard to do by hand in 
R.  Using the classic iris dataset, we can use Sepal.Length as the test/score 
and species=='virginica' as the true pos/neg that we are trying to predict.  
One way to compute the ROC curve, auc and values is:

 xx - c( -Inf, sort(unique(iris$Sepal.Length)), Inf )
 sens - sapply(xx, function(x) with(iris,
+ mean( Sepal.Length[Species=='virginica'] = x ) ) )
 spec - sapply(xx, function(x) with(iris,
+ mean( Sepal.Length[Species!='virginica']  x ) ) )
 plot( 1-spec, sens, type='l' )

 ch - chull(1-spec,sens)
 lines(1-spec[ch], sens[ch], col='green')

 integrate( approxfun(spec, sens), 0, 1) # Area under curve

Hope this helps,


--
Gregory (Greg) L. Snow Ph.D.
Statistical Data Center
Intermountain Healthcare
[EMAIL PROTECTED]
801.408.8111


 -Original Message-
 From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED]
 project.org] On Behalf Of Pau Marc Munoz Torres
 Sent: Friday, October 31, 2008 8:25 AM
 To: r-help@r-project.org
 Subject: [R] how to compute a roc curve

 Hi,

  I'm trying to set up a prediction software, now i testing the
 performance of my method, so i need to calculate a ROC curve, specially
 auc, cut-off, sens and spec, i just looking at ROCH package, but it's a
 mass for me,  i'm not a math guy and I'm getting lost

 Could any of you recommend me an easy-to-use package to do this task? i
 just have a list of positive/negative samples and his score on my
 program. can I compute a roc curve with this?

 thanks

 pau
 --
 Pau Marc Muñoz Torres

 Laboratori de Biologia Computacional
 Institut de  Biotecnologia   i Biomedicina Vicent Villar

 Universitat Autonoma de Barcelona
 E-08193 Bellaterra (Barcelona)

 telèfon: 93 5812807
 Email : [EMAIL PROTECTED]

 [[alternative HTML version deleted]]

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Re: [R] how to compute a roc curve

2008-10-31 Thread Frank E Harrell Jr

Pau Marc Munoz Torres wrote:

Hi,

 I'm trying to set up a prediction software, now i testing the performance
of my method, so i need to calculate a ROC curve, specially auc, cut-off,
sens and spec, i just looking at ROCH package, but it's a mass for me,  i'm
not a math guy and I'm getting lost


The use of any cutoffs will result in inefficient and arbitrary 
analyses, and note that sensitivity and specificity are improper scoring 
rules (they are optimized by a bogus model).


Frank



Could any of you recommend me an easy-to-use package to do this task? i just
have a list of positive/negative samples and his score on my program. can I
compute a roc curve with this?

thanks

pau




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and provide commented, minimal, self-contained, reproducible code.



--
Frank E Harrell Jr   Professor and Chair   School of Medicine
 Department of Biostatistics   Vanderbilt University

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