Displaying 1 result from an estimated 1 matches for "constant_penalty".
2013 Jan 18
1
scaling of nonbinROC penalties
...at illustrates my difficulty:-
set.seed(1); gldstd=round(runif(200)*4); gldstd[gldstd==0]=4; table(gldstd)
pred1=gldstd*rnorm(200, mean=1, sd=2/gldstd); boxplot(pred1~gldstd)
library(nonbinROC); gldstd=ordered(gldstd)
ordered_penalty = matrix(c(0,0,0,0,1/3,0,0,0,2/3,1/3,0,0,1,2/3,1/3,0), nrow = 4)
constant_penalty = matrix(c(0,0,0,0,1,0,0,0,1,1,0,0,1,1,1,0), nrow = 4)
# first using the constant_penalty (default) matrix
ordROC(gldstd,pred1, penalty=constant_penalty)
# now re-scaling the constant_penalty matrix by 1/2
ordROC(gldstd,pred1, penalty=constant_penalty/2)
# now using an ordered penalty matrix
ord...