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dstd
2013 Jan 18
1
scaling of nonbinROC penalties
...hen the estimate of overall accuracy increases. In effect I can achieve any value for accuracy - including unity - by re-scaling the penalty matrix. So, I'd like to ask what, if any are the contraints on the scaling process?
Here is a working code that 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...