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ROC2.R
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#############################
# density function #
#############################
xMin <- 0.0
xMax <- 10.0
yMin <- 0.0
yMax <- 1.5
datX <- seq( from=xMin, to=xMax, by=0.01 )
# 確率分布の重なり無し
dfDNorm1_1 <- data.frame( x=datX, y=dnorm( x=datX, mean=1.0, sd=0.3 ) )
dfDNorm1_2 <- data.frame( x=datX, y=dnorm( x=datX, mean=7.0, sd=0.8 ) )
# 確率分布の重なり有り１
dfDNorm2_1 <- data.frame( x=datX, y=dnorm( x=datX, mean=5.0, sd=0.3 ) )
dfDNorm2_2 <- data.frame( x=datX, y=dnorm( x=datX, mean=7.0, sd=0.8 ) )
# 確率分布の重なり有り２
dfDNorm3_1 <- data.frame( x=datX, y=dnorm( x=datX, mean=6.0, sd=0.3 ) )
dfDNorm3_2 <- data.frame( x=datX, y=dnorm( x=datX, mean=7.0, sd=0.8 ) )
# 確率分布の平均値一致
dfDNorm4_1 <- data.frame( x=datX, y=dnorm( x=datX, mean=7.0, sd=0.3 ) )
dfDNorm4_2 <- data.frame( x=datX, y=dnorm( x=datX, mean=7.0, sd=0.8 ) )
# set graphics parameters
par( mfrow=c(2,2) ) # 2*2画面表示
#par( xaxt="n" )
par( yaxt="n" )
par( lwd = 1.0 )
title <- "陽性と陰性のクラス確率分布（重なり領域有り）"
xlab <- "x"
ylab <- "尤度[likelihood]"
xlim <- range( c(xMin,xMax) )
ylim <- range( c(yMin,yMax) )
col1 <- "red"
col2 <- "blue"
#-----------------------------------------
# plot density functions
#-----------------------------------------
title1 <- "重なり領域無し"
plot( dfDNorm1_1,
main = title1,
xlab = xlab, ylab = ylab,
xlim = xlim, ylim = ylim,
col = col1,
type = "l"
)
par(new=T)
plot( dfDNorm1_2,
main = title1,
xlab = xlab, ylab = ylab,
xlim = xlim, ylim = ylim,
col = col2,
type = "l"
)
grid()
#-----------------------------------------
title2 <- "重なり領域有り１"
plot( dfDNorm2_1,
main = title2,
xlab = xlab, ylab = ylab,
xlim = xlim, ylim = ylim,
col = col1,
type = "l"
)
par(new=T)
plot( dfDNorm2_2,
main = title2,
xlab = xlab, ylab = ylab,
xlim = xlim, ylim = ylim,
col = col2,
type = "l"
)
grid()
#-----------------------------------------
title3 <- "重なり領域有り２"
plot( dfDNorm3_1,
main = title3,
xlab = xlab, ylab = ylab,
xlim = xlim, ylim = ylim,
col = col1,
type = "l"
)
par(new=T)
plot( dfDNorm3_2,
main = title3,
xlab = xlab, ylab = ylab,
xlim = xlim, ylim = ylim,
col = col2,
type = "l"
)
grid()
#-----------------------------------------
title4 <- "平均値一致"
plot( dfDNorm4_1,
main = title4,
xlab = xlab, ylab = ylab,
xlim = xlim, ylim = ylim,
col = col1,
type = "l"
)
par(new=T)
plot( dfDNorm4_2,
main = title4,
xlab = xlab, ylab = ylab,
xlim = xlim, ylim = ylim,
col = col2,
type = "l"
)
grid()
#############################
# ROC Curve #
#############################
# define density function
xMin <- 0.0
xMax <- 1.0
yMin <- 0.0
yMax <- 1.01
dat <- seq( from=0.0, to=10.0, by=0.01 ) # 識別境界（0→10 に移動させる）
dfROC1 <- data.frame(
sigma1 = pnorm( q=dat, mean=1.0, sd=0.3, lower.tail=TRUE ),
sigma2 = pnorm( q=dat, mean=7.0, sd=0.8, lower.tail=TRUE )
)
dfROC2 <- data.frame(
sigma1 = pnorm( q=dat, mean=5.0, sd=0.3, lower.tail=TRUE ),
sigma2 = pnorm( q=dat, mean=7.0, sd=0.8, lower.tail=TRUE )
)
dfROC3 <- data.frame(
sigma1 = pnorm( q=dat, mean=6.0, sd=0.3, lower.tail=TRUE ),
sigma2 = pnorm( q=dat, mean=7.0, sd=0.8, lower.tail=TRUE )
)
dfROC4 <- data.frame(
sigma1 = pnorm( q=dat, mean=7.0, sd=0.3, lower.tail=TRUE ),
sigma2 = pnorm( q=dat, mean=7.0, sd=0.8, lower.tail=TRUE )
)
# set graphics parameters
#win.graph() # 2枚目のグラフィックウインドウに作図
par( mfrow=c(2,2) ) # 2*2画面表示
par( xaxt="s" )
par( yaxt="s" )
par( lwd = 2 )
titleROC <- "ROC曲線 [ROC Curve]"
xlab <- "偽陽性率 [false positive rate]"
ylab <- "真陽性率 [true positive rate]"
xlim <- range( c(xMin,xMax) )
ylim <- range( c(yMin,yMax) )
#----------------------------------------
# plot ROC Curve
#----------------------------------------
titleROC1 <- "重なり領域なし"
plot( dfROC1$sigma2, dfROC1$sigma1,
main = titleROC1,
xlab = xlab, ylab = ylab,
xlim = xlim, ylim = ylim,
type = "l"
)
grid()
#---------------------------------------
titleROC2 <- "重なり領域あり１"
plot( dfROC2$sigma2, dfROC2$sigma1,
main = titleROC2,
xlab = xlab, ylab = ylab,
xlim = xlim, ylim = ylim,
type = "l"
)
grid()
#---------------------------------------
titleROC3 <- "重なり領域あり２"
plot( dfROC3$sigma2, dfROC3$sigma1,
main = titleROC3,
xlab = xlab, ylab = ylab,
xlim = xlim, ylim = ylim,
type = "l"
)
grid()
#---------------------------------------
titleROC4 <- "平均値一致"
plot( dfROC4$sigma2, dfROC4$sigma1,
main = titleROC4,
xlab = xlab, ylab = ylab,
xlim = xlim, ylim = ylim,
type = "l"
)
grid()
#############################
# AUC #
#############################
# calc AUC Value
# plot AUC Value
#############################
# 損失直線 [loss line] #
#############################