Compare two ROC plots.

Source: R/ROC.R

Plot two receiver operating characteristic curves from different data frames.

ROCPlotPair2(
  nm1,
  frame1,
  xvar1,
  truthVar1,
  truthTarget1,
  nm2,
  frame2,
  xvar2,
  truthVar2,
  truthTarget2,
  title,
  ...,
  estimate_sig = TRUE,
  returnScores = FALSE,
  nrep = 100,
  parallelCluster = NULL,
  palette = "Dark2"
)

Arguments

nm1

name of first model
frame1

data frame to get values from
xvar1

name of the first independent (input or model) column in frame
truthVar1

name of the dependent (output or result to be modeled) column in frame
truthTarget1

value we consider to be positive
nm2

name of second model
frame2

data frame to get values from
xvar2

name of the first independent (input or model) column in frame
truthVar2

name of the dependent (output or result to be modeled) column in frame
truthTarget2

value we consider to be positive
title

title to place on plot
...

no unnamed argument, added to force named binding of later arguments.
estimate_sig

logical, if TRUE estimate and display significance of difference from AUC 0.5.
returnScores

logical if TRUE return detailed permutedScores
nrep

number of permutation repetitions to estimate p values.
parallelCluster

(optional) a cluster object created by package parallel or package snow.
palette

name of Brewer palette to color curves (can be NULL)

Details

Use this curve to compare model predictions to true outcome from two data frames, each of which has its own model predictions and true outcome columns.

If palette is NULL, plot colors will be chosen from the default ggplot2 palette. Setting palette to NULL allows the user to choose a non-Brewer palette, for example with scale_color_manual.

See also

ROCPlot

Examples


set.seed(34903490)
x1 = rnorm(50)
x2 = rnorm(length(x1))
y = 0.2*x2^2 + 0.5*x2 + x1 + rnorm(length(x1))
frm = data.frame(x1=x1,x2=x2,yC=y>=as.numeric(quantile(y,probs=0.8)))
# WVPlots::ROCPlot(frm, "x1", "yC", TRUE, title="Example ROC plot")
# WVPlots::ROCPlot(frm, "x2", "yC", TRUE, title="Example ROC plot")
WVPlots::ROCPlotPair2('train',frm, "x1", "yC", TRUE,
                      'test', frm, "x2", "yC", TRUE,
                      title="Example ROC pair plot", estimate_sig = TRUE)