RROC Curves Software
This is R code for calculating and drawing RROC curves (ROC curves for regression models) and their convex hulls.
For information about RROC curves (and ROC analysis for regression), see the following paper:
The program calculates and draws:
- RROC curves
- - Convex hull of several curves.
- - Their areas
- - Isometrics
- - Dominance intervals for several curves
- RCOST curves
- - REC curves
- - Their areas
- It also includes code to deal with a complete work-to-deployment process, using a real dataset.
(V1.0 and V2.0)
- plot_RROCspace(...): Plots the underlying RROC space (initially empty)
- RROC_curve(...) : Returns a RROC curve of a regression model and (optionally) plots it on a previously created RROC space
- RROC_convexhull(...): Returns convex hull of a set of points in RROC space and (optionally) plots it on a previously created RROC space
- calibrate_regressor(...): Calibrates a regression model by adding a constant shift to get 0 bias (overpredictions = underpredictions).
- RROC_intercept(...): Intercepts a cost context (alpha) on a RROC curve (assumes the curve is convex)
- RROC_intercept_many(...): Intercepts a cost context (alpha) on several RROC curve (as RROC_intercept_many) but for several curves in a list
- RROC_dominance_intervals(...): Finds the models that dominate (and their ranges) for several curves in a list
- REC_space(...): Plots the underlying REC space (use this just before plotting any model)
- REC_curve(...) : Returns a REC curve of a regression model and (optionally) plots it on a previously created REC space
- loss_linlin(...): Returns the asymmetric absolute error loss (linlin)
- optimal_shift_linlin (...): Returns the best shift for a regression model (wrt. the linlin loss determined by an alpha)
© 2012-2013 José Hernández Orallo.