【无标题】R语言 cutoff

http://t.csdn.cn/3t5Po

library(pROC)

# label: 金标准，0 1 变量

# pred: 模型预测值，连续变量

 

# 方法一

cal_metrics <- function(label, pred){

  roc.p=pROC::roc(label, pred)

  if (roc.p$auc>0.5){

    cutoff=roc.p$thresholds[which.max(roc.p$sensitivities+roc.p$specificities)]

    sensitivity=roc.p$sensitivities[which.max(roc.p$sensitivities+roc.p$specificities)]

    specificity=roc.p$specificities[which.max(roc.p$sensitivities+roc.p$specificities)]

    df=data.frame(type='positive classification',

                  auc=round(roc.p$auc,3),cutoff=cutoff,

                  sensitivity=sensitivity,specificity=specificity)

    return(df)

  }

  else{

    cutoff=roc.p$thresholds[which.min(roc.p$sensitivities+roc.p$specificities)]

    sensitivity=roc.p$sensitivities[which.min(roc.p$sensitivities+roc.p$specificities)]

    specificity=roc.p$specificities[which.min(roc.p$sensitivities+roc.p$specificities)]

    df=data.frame(type='negative classification',

                  auc=1-round(roc.p$auc,3),cutoff=cutoff,

                  sensitivity=1-sensitivity,specificity=1-specificity)

    return(df)

  }

}

 

# 方法二：

roc.p=pROC::roc(label, pred)

cutoff=roc.p$thresholds[which.max(roc.p$sensitivities+roc.p$specificities)]

 

pred_b = as.integer(pred > cutoff)

cft = table(pred_b, label)

 

cm = confusionMatrix(cft, positive = "1", mode = "everything")

paste0('cutoff: ', cutoff)

print(roc.p$auc)

print(cm)