roc {analogue}R Documentation

ROC curve analysis

Description

Fits Receiver Operator Characteristic (ROC) curves to training set data. Used to determine the critical value of a dissimilarity coefficient that best descriminate between assemblage-types in palaeoecological data sets, whilst minimising the false positive error rate (FPF).

Usage

roc(object, groups, k = 1, ...)

## S3 method for class 'mat':
roc(object, groups, k = 1, ...)

## S3 method for class 'analog':
roc(object, groups, k = 1, ...)

Arguments

object an R object.
groups a vector of group memberships, one entry per sample in the training set data. Can be a factor, and will be coerced to one if supplied vecvtor is not a factor.
k numeric; the k closest analogues to use to calculate ROC curves.
... arguments passed to/from other methods.

Details

A ROC curve is generated from the within-group and between-group dissimilarities.

For each level of the grouping vector (groups) the dissimilarity between each group member and it's k closest analogues within that group are compared with the k closest dissimilarities between the non-group member and group member samples.

If one is able to discriminate between members of different group on the basis of assemblage dissimilarity, then the dissimilarities between samples within a group will be small compared to the dissimilarities between group members and non group members.

Value

A list with two components; i, statistics, a summary of ROC statistics for each level of groups and a combined ROC analysis, and ii, roc, a list of ROC objects, one per level of groups. For the latter, each ROC object is a list, with the following components:

TPF The true positive fraction.
FPE The false positive error
optimal The optimal dissimilarity value, asessed where the slope of the ROC curve is maximal.
AUC The area under the ROC curve.
se.fit Standard error of the AUC estimate.
n.in numeric; the number of samples within the current group.
n.out numeric; the number of samples not in the current group.
p.value The p-value of a Wilcoxon rank sum test on the two sets of dissimilarities. This is also known as a Mann-Whitney test.
roc.points The unique dissimilarities at which the ROC curve was evaluated
max.roc numeric; the position along the ROC curve at which the slope of the ROC curve is maximal. This is the index of this point on the curve.
prior numeric, length 2. Vector of observed prior probabilities of true analogue and true non-analogues in the group.
analogue a list with components yes and no containing the dissimilarities for true analogue and true non-analogues in the group.

Author(s)

Gavin L. Simpson, based on code from Thomas Lumley to optimise the calculation of the ROC curve.

References

Brown, C.D., and Davis, H.T. (2006) Receiver operating characteristics curves and related decision measures: A tutorial. Chemometrics and Intelligent Laboratory Systems 80, 24–38.

Gavin, D.G., Oswald, W.W., Wahl, E.R. and Williams, J.W. (2003) A statistical approach to evaluating distance metrics and analog assignments for pollen records. Quaternary Research 60, 356–367.

Henderson, A.R. (1993) Assessing test accuracy and its clinical consequences: a primer for receiver operating characteristic curve analysis. Annals of Clinical Biochemistry 30, 834–846.

See Also

mat for fitting of MAT models. bootstrap.mat and mcarlo for alternative methods for selecting critical values of analogue-ness for dissimilarity coefficients.

Examples

## continue the example from join()
example(join)

## fit a analogue matching (AM) model using the squared chord distance
## measure - need to keep the training set dissimilarities
swap.ana <- analog(swapdiat, rlgh, method = "SQchord",
                   keep.train = TRUE)

## fit the ROC curve to the SWAP diatom data using the AM results
## Generate a grouping for the SWAP lakes
clust <- hclust(as.dist(swap.ana$train), method = "ward")
grps <- cutree(clust, 12)

## fit the ROC curve
swap.roc <- roc(swap.ana, groups = grps)
swap.roc


[Package analogue version 0.6-6 Index]