R: Draw ROC Curve for a graph path

huge.roc {huge} | R Documentation

## Draw ROC Curve for a graph path

### Description

Draws ROC curve for a graph path according to the true graph structure.

### Usage

    huge.roc(path, theta, verbose = TRUE)

### Arguments

`path` | A graph path.
`theta` | The true graph structure.
`verbose` | If `verbose = FALSE`, tracing information printing is disabled. The default value is `TRUE`.

### Details

To avoid the horizontal oscillation, false positive rates is automatically sorted in the ascent order and true positive rates also follow the same order.

### Value

An object with S3 class "roc" is returned:

`F1` | The F1 scores along the graph path.
`tp` | The true positive rates along the graph path
`fp` | The false positive rates along the graph paths
`AUC` | Area under the ROC curve

### Note

For a lasso regression, the number of nonzero coefficients is at most `n-1`. If `d>>n`, even when regularization parameter is very small, the estimated graph may still be sparse. In this case, the AUC may not be a good choice to evaluate the performance.

### See Also

`huge` and `huge-package`.

### Examples

    #generate data
    L = huge.generator(d = 200, graph = "cluster", prob = 0.3)
    out1 = huge(L$data)

    #draw ROC curve
    Z1 = huge.roc(out1$path,L$theta)

    #Maximum F1 score
    max(Z1$F1)

[Package huge version 1.3.2 Index]