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sensitivity

Compute the sensitivity curve.


Description

This function computes the sensitivity curve required for the auc function and the plot function.

Usage

sensitivity(predictions, labels, perc.rank = TRUE)

Arguments

predictions

A numeric vector of classification probabilities (confidences, scores) of the positive event.

labels

A factor of observed class labels (responses) with the only allowed values {0,1}.

perc.rank

A logical. If TRUE (default) the percentile rank of the predictions is used.

Value

A list containing the following elements:

cutoffs

A numeric vector of threshold values

measure

A numeric vector of sensitivity values corresponding to the threshold values

Author(s)

Authors: Michel Ballings and Dirk Van den Poel, Maintainer: Michel.Ballings@UGent.be

References

Ballings, M., Van den Poel, D., Threshold Independent Performance Measures for Probabilistic Classifcation Algorithms, Forthcoming.

See Also

Examples

data(churn)

sensitivity(churn$predictions,churn$labels)

AUC

Threshold independent performance measures for probabilistic classifiers.

v0.3.0
GPL (>= 2)
Authors
Michel Ballings and Dirk Van den Poel
Initial release
2013-09-30

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