search for: constant_penalty

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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...