performance.pcor {parcor} | R Documentation |
This function computed various performance measures of the estimated matrix of partial correlations.
performance.pcor(inferred.pcor, true.pcor=NULL, fdr=TRUE, cutoff.ggm=0.8,verbose=FALSE,plot.it=FALSE)
inferred.pcor |
matrix of estimated partial correlations |
true.pcor |
true matrix of partial correlations. Default is true.pcor=NULL |
fdr |
logical. If fdr=TRUE, the entries of inferred.pcor are tested for significance. Default is fdr=TRUE |
cutoff.ggm |
default cutoff for significant partial correlations. Default is cutoff.ggm=0.8 |
verbose |
Print information on test results etc.. Default is verbose=FALSE |
plot.it |
Plot test results and ROC-curves. Default is plot.it=FALSE |
This function computes a range of performance measures: The function always returns the number of selected edges, the binary matrix that encodes
the edges, the connectivity and the percentage of positive correlations. If true.pcor
is provided, the function also returns
the power (= true positive rate), the false positive rate and the positive predictive value. For non-sparse estimates that involve
testing (i.e. fdr=TRUE
) the function also returns the area under the curve, and a pair of vectors of false and true positive rates.
The latter can e.g. be used to plot a ROC-curve.
num.selected |
number of selected edges |
adj |
binary matrix that encodes the existence of an edge between two nodes. |
connectivity |
vector of length ncol(inferred.pcor) . Its ith entry indicated the number of nodes that are connected to the ith node. |
positive.cor |
percentage of positive partial correlations out of all selected edges. |
power |
power (if true.pcor is provided) |
ppv |
positive predictive value (if true.pcor is provided) |
tpr |
true positive rate (=power) (if true.pcor is provided) |
fpr |
true positive rate (=power) (if true.pcor is provided) |
auc |
area under the curve (if true.pcor is provided and fdr=TRUE ) |
TPR |
vector of true positive rates corresponding to varying cut-offs (if true.pcor is provided and fdr=TRUE ) |
FPR |
vector of false positive rates corresponding to varying cut-offs (if true.pcor is provided and fdr=TRUE ) |
Juliane Schaefer, Nicole Kraemer