/// <summary>
/// Constructs a new Receiver Operating Characteristic point.
/// </summary>
internal Point(ReceiverOperatingCharacteristic curve, double cutoff,
int truePositives, int trueNegatives, int falsePositives, int falseNegatives)
: base(truePositives, trueNegatives, falsePositives, falseNegatives)
{
this.curve = curve;
this.cutoff = cutoff;
}
/// <summary>
/// Compares two ROC curves.
/// </summary>
/// <param name="curve">The ROC curve to compare this to.</param>
/// <param name="r">The amount of correlation between the two curves.</param>
/// <returns></returns>
public double Compare(ReceiverOperatingCharacteristic curve, double r)
{
// Areas
double AUC1 = this.Area;
double AUC2 = curve.Area;
// Errors
double se1 = this.Error;
double se2 = curve.Error;
// Standard error
return((AUC1 - AUC2) / System.Math.Sqrt(se1 * se1 + se2 * se2 - 2 * r * se1 * se2));
}
public static void Test()
{
var realData = Util.ArrayInit(20, d => Bernoulli.Sample(0.5) ? 1.0 : 0.0);
var testData = Util.ArrayInit(20, d => Beta.Sample(1, 1));
// Creates the Receiver Operating Curve of the given source
var rocCurve = new ReceiverOperatingCharacteristic(realData, realData);
// Compute the ROC curve with 20 points
rocCurve.Compute(20);
for (int i = 0; i < rocCurve.Points.Count; i++)
{
Console.WriteLine("ROC curve at point {0}: false positive rate {1:0.000}, true positive rate {2:0.000}, accuracy {3:0.000}", i, 1 - rocCurve.Points[i].Specificity, rocCurve.Points[i].Specificity, rocCurve.Points[i].Accuracy);
}
Console.WriteLine("Area under the ROC curve: {0:0.000}", rocCurve.Area);
}
