O'Reilly logo

R Statistical Application Development by Example Beginner's Guide by Prabhanjan Narayanachar Tattar

Stay ahead with the world's most comprehensive technology and business learning platform.

With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, tutorials, and more.

Start Free Trial

No credit card required

Time for action – ROC construction

A simple dataset is considered and the ROC construction is explained in a very simple step-by-step approach:

  1. Suppose that the predicted probabilities of n = 10 observations are 0.32, 0.62, 0.19, 0.75, 0.18, 0.18, 0.95, 0.79, 0.24, 0.59. Create a vector of it as follows:
    pred_prob<-c(0.32, 0.62, 0.19, 0.75, 0.18, 0.18, 0.95, 0.79, 0.24, 0.59)
  2. Sort the predicted probabilities in a decreasing order:
    > (pred_prob=sort(pred_prob,decreasing=TRUE))
     [1] 0.95 0.79 0.75 0.62 0.59 0.32 0.24 0.19 0.18 0.18
  3. Normalize the predicted probabilities in the preceding step to the unit interval:
    > pred_prob<-(pred_prob-min(pred_prob))/(max(pred_prob)-min(pred_prob )) > pred_prob [1] 1.00000 0.79221 0.74026 0.57143 0.53247 0.18182 0.07792 ...

With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, interactive tutorials, and more.

Start Free Trial

No credit card required