--- /dev/null
+/* PSPP - a program for statistical analysis.
+ Copyright (C) 2009, 2010, 2011 Free Software Foundation, Inc.
+
+ This program is free software: you can redistribute it and/or modify
+ it under the terms of the GNU General Public License as published by
+ the Free Software Foundation, either version 3 of the License, or
+ (at your option) any later version.
+
+ This program is distributed in the hope that it will be useful,
+ but WITHOUT ANY WARRANTY; without even the implied warranty of
+ MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+ GNU General Public License for more details.
+
+ You should have received a copy of the GNU General Public License
+ along with this program. If not, see <http://www.gnu.org/licenses/>. */
+
+#include <config.h>
+
+#include "language/commands/roc.h"
+
+#include <gsl/gsl_cdf.h>
+
+#include "data/casegrouper.h"
+#include "data/casereader.h"
+#include "data/casewriter.h"
+#include "data/dataset.h"
+#include "data/dictionary.h"
+#include "data/format.h"
+#include "data/subcase.h"
+#include "language/command.h"
+#include "language/lexer/lexer.h"
+#include "language/lexer/value-parser.h"
+#include "language/lexer/variable-parser.h"
+#include "libpspp/misc.h"
+#include "math/sort.h"
+#include "output/charts/roc-chart.h"
+#include "output/pivot-table.h"
+
+#include "gettext.h"
+#define _(msgid) gettext (msgid)
+#define N_(msgid) msgid
+
+struct cmd_roc
+{
+ size_t n_vars;
+ const struct variable **vars;
+ const struct dictionary *dict;
+
+ const struct variable *state_var;
+ union value state_value;
+ size_t state_var_width;
+
+ /* Plot the roc curve */
+ bool curve;
+ /* Plot the reference line */
+ bool reference;
+
+ double ci;
+
+ bool print_coords;
+ bool print_se;
+ bool bi_neg_exp; /* True iff the bi-negative exponential critieria
+ should be used */
+ enum mv_class exclude;
+
+ bool invert; /* True iff a smaller test result variable indicates
+ a positive result */
+
+ double pos;
+ double neg;
+ double pos_weighted;
+ double neg_weighted;
+};
+
+static int run_roc (struct dataset *, struct cmd_roc *);
+static void do_roc (struct cmd_roc *, struct casereader *, struct dictionary *);
+
+
+int
+cmd_roc (struct lexer *lexer, struct dataset *ds)
+{
+ const struct dictionary *dict = dataset_dict (ds);
+
+ struct cmd_roc roc = {
+ .exclude = MV_ANY,
+ .curve = true,
+ .ci = 95,
+ .dict = dict,
+ .state_var_width = -1,
+ };
+
+ lex_match (lexer, T_SLASH);
+ if (!parse_variables_const (lexer, dict, &roc.vars, &roc.n_vars,
+ PV_APPEND | PV_NO_DUPLICATE | PV_NUMERIC))
+ goto error;
+
+ if (!lex_force_match (lexer, T_BY))
+ goto error;
+
+ roc.state_var = parse_variable (lexer, dict);
+ if (!roc.state_var)
+ goto error;
+
+ if (!lex_force_match (lexer, T_LPAREN))
+ goto error;
+
+ roc.state_var_width = var_get_width (roc.state_var);
+ value_init (&roc.state_value, roc.state_var_width);
+ if (!parse_value (lexer, &roc.state_value, roc.state_var)
+ || !lex_force_match (lexer, T_RPAREN))
+ goto error;
+
+ while (lex_token (lexer) != T_ENDCMD)
+ {
+ lex_match (lexer, T_SLASH);
+ if (lex_match_id (lexer, "MISSING"))
+ {
+ lex_match (lexer, T_EQUALS);
+ while (lex_token (lexer) != T_ENDCMD && lex_token (lexer) != T_SLASH)
+ {
+ if (lex_match_id (lexer, "INCLUDE"))
+ roc.exclude = MV_SYSTEM;
+ else if (lex_match_id (lexer, "EXCLUDE"))
+ roc.exclude = MV_ANY;
+ else
+ {
+ lex_error_expecting (lexer, "INCLUDE", "EXCLUDE");
+ goto error;
+ }
+ }
+ }
+ else if (lex_match_id (lexer, "PLOT"))
+ {
+ lex_match (lexer, T_EQUALS);
+ if (lex_match_id (lexer, "CURVE"))
+ {
+ roc.curve = true;
+ if (lex_match (lexer, T_LPAREN))
+ {
+ roc.reference = true;
+ if (!lex_force_match_id (lexer, "REFERENCE")
+ || !lex_force_match (lexer, T_RPAREN))
+ goto error;
+ }
+ }
+ else if (lex_match_id (lexer, "NONE"))
+ roc.curve = false;
+ else
+ {
+ lex_error_expecting (lexer, "CURVE", "NONE");
+ goto error;
+ }
+ }
+ else if (lex_match_id (lexer, "PRINT"))
+ {
+ lex_match (lexer, T_EQUALS);
+ while (lex_token (lexer) != T_ENDCMD && lex_token (lexer) != T_SLASH)
+ {
+ if (lex_match_id (lexer, "SE"))
+ roc.print_se = true;
+ else if (lex_match_id (lexer, "COORDINATES"))
+ roc.print_coords = true;
+ else
+ {
+ lex_error_expecting (lexer, "SE", "COORDINATES");
+ goto error;
+ }
+ }
+ }
+ else if (lex_match_id (lexer, "CRITERIA"))
+ {
+ lex_match (lexer, T_EQUALS);
+ while (lex_token (lexer) != T_ENDCMD && lex_token (lexer) != T_SLASH)
+ {
+ if (lex_match_id (lexer, "CUTOFF"))
+ {
+ if (!lex_force_match (lexer, T_LPAREN))
+ goto error;
+ if (lex_match_id (lexer, "INCLUDE"))
+ roc.exclude = MV_SYSTEM;
+ else if (lex_match_id (lexer, "EXCLUDE"))
+ roc.exclude = MV_USER | MV_SYSTEM;
+ else
+ {
+ lex_error_expecting (lexer, "INCLUDE", "EXCLUDE");
+ goto error;
+ }
+ if (!lex_force_match (lexer, T_RPAREN))
+ goto error;
+ }
+ else if (lex_match_id (lexer, "TESTPOS"))
+ {
+ if (!lex_force_match (lexer, T_LPAREN))
+ goto error;
+ if (lex_match_id (lexer, "LARGE"))
+ roc.invert = false;
+ else if (lex_match_id (lexer, "SMALL"))
+ roc.invert = true;
+ else
+ {
+ lex_error_expecting (lexer, "LARGE", "SMALL");
+ goto error;
+ }
+ if (!lex_force_match (lexer, T_RPAREN))
+ goto error;
+ }
+ else if (lex_match_id (lexer, "CI"))
+ {
+ if (!lex_force_match (lexer, T_LPAREN))
+ goto error;
+ if (!lex_force_num (lexer))
+ goto error;
+ roc.ci = lex_number (lexer);
+ lex_get (lexer);
+ if (!lex_force_match (lexer, T_RPAREN))
+ goto error;
+ }
+ else if (lex_match_id (lexer, "DISTRIBUTION"))
+ {
+ if (!lex_force_match (lexer, T_LPAREN))
+ goto error;
+ if (lex_match_id (lexer, "FREE"))
+ roc.bi_neg_exp = false;
+ else if (lex_match_id (lexer, "NEGEXPO"))
+ roc.bi_neg_exp = true;
+ else
+ {
+ lex_error_expecting (lexer, "FREE", "NEGEXPO");
+ goto error;
+ }
+ if (!lex_force_match (lexer, T_RPAREN))
+ goto error;
+ }
+ else
+ {
+ lex_error_expecting (lexer, "CUTOFF", "TESTPOS", "CI",
+ "DISTRIBUTION");
+ goto error;
+ }
+ }
+ }
+ else
+ {
+ lex_error_expecting (lexer, "MISSING", "PLOT", "PRINT", "CRITERIA");
+ goto error;
+ }
+ }
+
+ if (!run_roc (ds, &roc))
+ goto error;
+
+ if (roc.state_var)
+ value_destroy (&roc.state_value, roc.state_var_width);
+ free (roc.vars);
+ return CMD_SUCCESS;
+
+ error:
+ if (roc.state_var)
+ value_destroy (&roc.state_value, roc.state_var_width);
+ free (roc.vars);
+ return CMD_FAILURE;
+}
+
+static int
+run_roc (struct dataset *ds, struct cmd_roc *roc)
+{
+ struct dictionary *dict = dataset_dict (ds);
+ struct casereader *group;
+
+ struct casegrouper *grouper = casegrouper_create_splits (proc_open (ds), dict);
+ while (casegrouper_get_next_group (grouper, &group))
+ do_roc (roc, group, dataset_dict (ds));
+
+ bool ok = casegrouper_destroy (grouper);
+ ok = proc_commit (ds) && ok;
+ return ok;
+}
+
+#if 0
+static void
+dump_casereader (struct casereader *reader)
+{
+ struct ccase *c;
+ struct casereader *r = casereader_clone (reader);
+
+ for (; (c = casereader_read (r)); case_unref (c))
+ {
+ for (size_t i = 0; i < case_get_n_values (c); ++i)
+ printf ("%g ", case_num_idx (c, i));
+ printf ("\n");
+ }
+
+ casereader_destroy (r);
+}
+#endif
+
+
+/*
+ Return true iff the state variable indicates that C has positive actual state.
+
+ As a side effect, this function also accumulates the roc->{pos,neg} and
+ roc->{pos,neg}_weighted counts.
+ */
+static bool
+match_positives (const struct ccase *c, void *aux)
+{
+ struct cmd_roc *roc = aux;
+ const struct variable *wv = dict_get_weight (roc->dict);
+ const double weight = wv ? case_num (c, wv) : 1.0;
+
+ const bool positive =
+ (0 == value_compare_3way (case_data (c, roc->state_var), &roc->state_value,
+ var_get_width (roc->state_var)));
+
+ if (positive)
+ {
+ roc->pos++;
+ roc->pos_weighted += weight;
+ }
+ else
+ {
+ roc->neg++;
+ roc->neg_weighted += weight;
+ }
+
+ return positive;
+}
+
+
+#define VALUE 0
+#define N_EQ 1
+#define N_PRED 2
+
+/* Some intermediate state for calculating the cutpoints and the
+ standard error values */
+struct roc_state
+{
+ double auc; /* Area under the curve */
+
+ double n1; /* total weight of positives */
+ double n2; /* total weight of negatives */
+
+ /* intermediates for standard error */
+ double q1hat;
+ double q2hat;
+
+ /* intermediates for cutpoints */
+ struct casewriter *cutpoint_wtr;
+ struct casereader *cutpoint_rdr;
+ double prev_result;
+ double min;
+ double max;
+};
+
+/*
+ Return a new casereader based upon CUTPOINT_RDR.
+ The number of "positive" cases are placed into
+ the position TRUE_INDEX, and the number of "negative" cases
+ into FALSE_INDEX.
+ POS_COND and RESULT determine the semantics of what is
+ "positive".
+ WEIGHT is the value of a single count.
+ */
+static struct casereader *
+accumulate_counts (struct casereader *input,
+ double result, double weight,
+ bool (*pos_cond) (double, double),
+ int true_index, int false_index)
+{
+ const struct caseproto *proto = casereader_get_proto (input);
+ struct casewriter *w =
+ autopaging_writer_create (proto);
+ struct ccase *cpc;
+ double prev_cp = SYSMIS;
+
+ for (; (cpc = casereader_read (input)); case_unref (cpc))
+ {
+ struct ccase *new_case;
+ const double cp = case_num_idx (cpc, ROC_CUTPOINT);
+
+ assert (cp != SYSMIS);
+
+ /* We don't want duplicates here */
+ if (cp == prev_cp)
+ continue;
+
+ new_case = case_clone (cpc);
+
+ int index = pos_cond (result, cp) ? true_index : false_index;
+ *case_num_rw_idx (new_case, index) += weight;
+
+ prev_cp = cp;
+
+ casewriter_write (w, new_case);
+ }
+ casereader_destroy (input);
+
+ return casewriter_make_reader (w);
+}
+
+
+
+static void output_roc (struct roc_state *rs, const struct cmd_roc *roc);
+
+/*
+ This function does 3 things:
+
+ 1. Counts the number of cases which are equal to every other case in READER,
+ and those cases for which the relationship between it and every other case
+ satifies PRED (normally either > or <). VAR is variable defining a case's value
+ for this purpose.
+
+ 2. Counts the number of true and false cases in reader, and populates
+ CUTPOINT_RDR accordingly. TRUE_INDEX and FALSE_INDEX are the indices
+ which receive these values. POS_COND is the condition defining true
+ and false.
+
+ 3. CC is filled with the cumulative weight of all cases of READER.
+*/
+static struct casereader *
+process_group (const struct variable *var, struct casereader *reader,
+ bool (*pred) (double, double),
+ const struct dictionary *dict,
+ double *cc,
+ struct casereader **cutpoint_rdr,
+ bool (*pos_cond) (double, double),
+ int true_index,
+ int false_index)
+{
+ const struct variable *w = dict_get_weight (dict);
+
+ struct casereader *r1 =
+ casereader_create_distinct (sort_execute_1var (reader, var), var, w);
+
+ const int weight_idx = w ? var_get_case_index (w) :
+ caseproto_get_n_widths (casereader_get_proto (r1)) - 1;
+
+ struct ccase *c1;
+
+ struct casereader *rclone = casereader_clone (r1);
+ struct casewriter *wtr;
+ struct caseproto *proto = caseproto_create ();
+
+ proto = caseproto_add_width (proto, 0);
+ proto = caseproto_add_width (proto, 0);
+ proto = caseproto_add_width (proto, 0);
+
+ wtr = autopaging_writer_create (proto);
+
+ *cc = 0;
+
+ for (; (c1 = casereader_read (r1)); case_unref (c1))
+ {
+ struct ccase *new_case = case_create (proto);
+ struct ccase *c2;
+ struct casereader *r2 = casereader_clone (rclone);
+
+ const double weight1 = case_num_idx (c1, weight_idx);
+ const double d1 = case_num (c1, var);
+ double n_eq = 0.0;
+ double n_pred = 0.0;
+
+ *cutpoint_rdr = accumulate_counts (*cutpoint_rdr, d1, weight1,
+ pos_cond,
+ true_index, false_index);
+
+ *cc += weight1;
+
+ for (; (c2 = casereader_read (r2)); case_unref (c2))
+ {
+ const double d2 = case_num (c2, var);
+ const double weight2 = case_num_idx (c2, weight_idx);
+
+ if (d1 == d2)
+ {
+ n_eq += weight2;
+ continue;
+ }
+ else if (pred (d2, d1))
+ {
+ n_pred += weight2;
+ }
+ }
+
+ *case_num_rw_idx (new_case, VALUE) = d1;
+ *case_num_rw_idx (new_case, N_EQ) = n_eq;
+ *case_num_rw_idx (new_case, N_PRED) = n_pred;
+
+ casewriter_write (wtr, new_case);
+
+ casereader_destroy (r2);
+ }
+
+ casereader_destroy (r1);
+ casereader_destroy (rclone);
+
+ caseproto_unref (proto);
+
+ return casewriter_make_reader (wtr);
+}
+
+/* Some more indeces into case data */
+#define N_POS_EQ 1 /* number of positive cases with values equal to n */
+#define N_POS_GT 2 /* number of positive cases with values greater than n */
+#define N_NEG_EQ 3 /* number of negative cases with values equal to n */
+#define N_NEG_LT 4 /* number of negative cases with values less than n */
+
+static bool
+gt (double d1, double d2)
+{
+ return d1 > d2;
+}
+
+
+static bool
+ge (double d1, double d2)
+{
+ return d1 > d2;
+}
+
+static bool
+lt (double d1, double d2)
+{
+ return d1 < d2;
+}
+
+
+/*
+ Return a casereader with width 3,
+ populated with cases based upon READER.
+ The cases will have the values:
+ (N, number of cases equal to N, number of cases greater than N)
+ As a side effect, update RS->n1 with the number of positive cases.
+*/
+static struct casereader *
+process_positive_group (const struct variable *var, struct casereader *reader,
+ const struct dictionary *dict,
+ struct roc_state *rs)
+{
+ return process_group (var, reader, gt, dict, &rs->n1,
+ &rs->cutpoint_rdr,
+ ge,
+ ROC_TP, ROC_FN);
+}
+
+/*
+ Return a casereader with width 3,
+ populated with cases based upon READER.
+ The cases will have the values:
+ (N, number of cases equal to N, number of cases less than N)
+ As a side effect, update RS->n2 with the number of negative cases.
+*/
+static struct casereader *
+process_negative_group (const struct variable *var, struct casereader *reader,
+ const struct dictionary *dict,
+ struct roc_state *rs)
+{
+ return process_group (var, reader, lt, dict, &rs->n2,
+ &rs->cutpoint_rdr,
+ lt,
+ ROC_TN, ROC_FP);
+}
+
+
+
+
+static void
+append_cutpoint (struct casewriter *writer, double cutpoint)
+{
+ struct ccase *cc = case_create (casewriter_get_proto (writer));
+
+ *case_num_rw_idx (cc, ROC_CUTPOINT) = cutpoint;
+ *case_num_rw_idx (cc, ROC_TP) = 0;
+ *case_num_rw_idx (cc, ROC_FN) = 0;
+ *case_num_rw_idx (cc, ROC_TN) = 0;
+ *case_num_rw_idx (cc, ROC_FP) = 0;
+
+ casewriter_write (writer, cc);
+}
+
+/*
+ Create and initialise the rs[x].cutpoint_rdr casereaders. That is, the
+ readers will be created with width 5, ready to take the values (cutpoint,
+ ROC_TP, ROC_FN, ROC_TN, ROC_FP), and the reader will be populated with its
+ final number of cases. However on exit from this function, only
+ ROC_CUTPOINT entries will be set to their final value. The other entries
+ will be initialised to zero.
+*/
+static struct roc_state *
+prepare_cutpoints (struct cmd_roc *roc, struct casereader *input)
+{
+ struct casereader *r = casereader_clone (input);
+ struct ccase *c;
+
+ struct subcase ordering;
+ subcase_init (&ordering, ROC_CUTPOINT, 0, SC_ASCEND);
+
+ struct caseproto *proto = caseproto_create ();
+ proto = caseproto_add_width (proto, 0); /* cutpoint */
+ proto = caseproto_add_width (proto, 0); /* ROC_TP */
+ proto = caseproto_add_width (proto, 0); /* ROC_FN */
+ proto = caseproto_add_width (proto, 0); /* ROC_TN */
+ proto = caseproto_add_width (proto, 0); /* ROC_FP */
+
+ struct roc_state *rs = xnmalloc (roc->n_vars, sizeof *rs);
+ for (size_t i = 0; i < roc->n_vars; ++i)
+ rs[i] = (struct roc_state) {
+ .cutpoint_wtr = sort_create_writer (&ordering, proto),
+ .prev_result = SYSMIS,
+ .max = -DBL_MAX,
+ .min = DBL_MAX,
+ };
+
+ caseproto_unref (proto);
+ subcase_uninit (&ordering);
+
+ for (; (c = casereader_read (r)) != NULL; case_unref (c))
+ for (size_t i = 0; i < roc->n_vars; ++i)
+ {
+ const union value *v = case_data (c, roc->vars[i]);
+ const double result = v->f;
+
+ if (mv_is_value_missing (var_get_missing_values (roc->vars[i]), v)
+ & roc->exclude)
+ continue;
+
+ minimize (&rs[i].min, result);
+ maximize (&rs[i].max, result);
+
+ if (rs[i].prev_result != SYSMIS && rs[i].prev_result != result)
+ {
+ const double mean = (result + rs[i].prev_result) / 2.0;
+ append_cutpoint (rs[i].cutpoint_wtr, mean);
+ }
+
+ rs[i].prev_result = result;
+ }
+ casereader_destroy (r);
+
+ /* Append the min and max cutpoints */
+ for (size_t i = 0; i < roc->n_vars; ++i)
+ {
+ append_cutpoint (rs[i].cutpoint_wtr, rs[i].min - 1);
+ append_cutpoint (rs[i].cutpoint_wtr, rs[i].max + 1);
+
+ rs[i].cutpoint_rdr = casewriter_make_reader (rs[i].cutpoint_wtr);
+ }
+
+ return rs;
+}
+
+static void
+do_roc (struct cmd_roc *roc, struct casereader *reader, struct dictionary *dict)
+{
+ struct casereader *input = casereader_create_filter_missing (
+ reader, roc->vars, roc->n_vars, roc->exclude, NULL, NULL);
+ input = casereader_create_filter_missing (
+ input, &roc->state_var, 1, roc->exclude, NULL, NULL);
+
+ struct roc_state *rs = prepare_cutpoints (roc, input);
+
+ /* Separate the positive actual state cases from the negative ones */
+ struct casewriter *neg_wtr
+ = autopaging_writer_create (casereader_get_proto (input));
+ struct casereader *positives = casereader_create_filter_func (
+ input, match_positives, NULL, roc, neg_wtr);
+
+ struct caseproto *n_proto = caseproto_create ();
+ for (size_t i = 0; i < 5; i++)
+ n_proto = caseproto_add_width (n_proto, 0);
+
+ struct subcase up_ordering;
+ struct subcase down_ordering;
+ subcase_init (&up_ordering, VALUE, 0, SC_ASCEND);
+ subcase_init (&down_ordering, VALUE, 0, SC_DESCEND);
+
+ struct casereader *negatives = NULL;
+ for (size_t i = 0; i < roc->n_vars; ++i)
+ {
+ const struct variable *var = roc->vars[i];
+
+ struct casereader *pos = casereader_clone (positives);
+
+ struct casereader *n_pos_reader =
+ process_positive_group (var, pos, dict, &rs[i]);
+
+ if (!negatives)
+ negatives = casewriter_make_reader (neg_wtr);
+
+ struct casereader *neg = casereader_clone (negatives);
+ struct casereader *n_neg_reader
+ = process_negative_group (var, neg, dict, &rs[i]);
+
+ /* Merge the n_pos and n_neg casereaders */
+ struct casewriter *w = sort_create_writer (&up_ordering, n_proto);
+ struct ccase *cpos;
+ for (; (cpos = casereader_read (n_pos_reader)); case_unref (cpos))
+ {
+ struct ccase *pos_case = case_create (n_proto);
+ const double jpos = case_num_idx (cpos, VALUE);
+
+ struct ccase *cneg;
+ while ((cneg = casereader_read (n_neg_reader)))
+ {
+ struct ccase *nc = case_create (n_proto);
+
+ const double jneg = case_num_idx (cneg, VALUE);
+
+ *case_num_rw_idx (nc, VALUE) = jneg;
+ *case_num_rw_idx (nc, N_POS_EQ) = 0;
+
+ *case_num_rw_idx (nc, N_POS_GT) = SYSMIS;
+
+ *case_data_rw_idx (nc, N_NEG_EQ) = *case_data_idx (cneg, N_EQ);
+ *case_data_rw_idx (nc, N_NEG_LT) = *case_data_idx (cneg, N_PRED);
+
+ casewriter_write (w, nc);
+
+ case_unref (cneg);
+ if (jneg > jpos)
+ break;
+ }
+
+ *case_num_rw_idx (pos_case, VALUE) = jpos;
+ *case_data_rw_idx (pos_case, N_POS_EQ) = *case_data_idx (cpos, N_EQ);
+ *case_data_rw_idx (pos_case, N_POS_GT) = *case_data_idx (cpos, N_PRED);
+ *case_num_rw_idx (pos_case, N_NEG_EQ) = 0;
+ *case_num_rw_idx (pos_case, N_NEG_LT) = SYSMIS;
+
+ casewriter_write (w, pos_case);
+ }
+
+ casereader_destroy (n_pos_reader);
+ casereader_destroy (n_neg_reader);
+
+ struct casereader *r = casewriter_make_reader (w);
+
+ /* Propagate the N_POS_GT values from the positive cases
+ to the negative ones */
+ double prev_pos_gt = rs[i].n1;
+ w = sort_create_writer (&down_ordering, n_proto);
+
+ struct ccase *c;
+ for (; (c = casereader_read (r)); case_unref (c))
+ {
+ double n_pos_gt = case_num_idx (c, N_POS_GT);
+ struct ccase *nc = case_clone (c);
+
+ if (n_pos_gt == SYSMIS)
+ {
+ n_pos_gt = prev_pos_gt;
+ *case_num_rw_idx (nc, N_POS_GT) = n_pos_gt;
+ }
+
+ casewriter_write (w, nc);
+ prev_pos_gt = n_pos_gt;
+ }
+ casereader_destroy (r);
+ r = casewriter_make_reader (w);
+
+ /* Propagate the N_NEG_LT values from the negative cases
+ to the positive ones */
+ double prev_neg_lt = rs[i].n2;
+ w = sort_create_writer (&up_ordering, n_proto);
+
+ for (; (c = casereader_read (r)); case_unref (c))
+ {
+ double n_neg_lt = case_num_idx (c, N_NEG_LT);
+ struct ccase *nc = case_clone (c);
+
+ if (n_neg_lt == SYSMIS)
+ {
+ n_neg_lt = prev_neg_lt;
+ *case_num_rw_idx (nc, N_NEG_LT) = n_neg_lt;
+ }
+
+ casewriter_write (w, nc);
+ prev_neg_lt = n_neg_lt;
+ }
+
+ casereader_destroy (r);
+ r = casewriter_make_reader (w);
+
+ struct ccase *prev_case = NULL;
+ for (; (c = casereader_read (r)); case_unref (c))
+ {
+ struct ccase *next_case = casereader_peek (r, 0);
+
+ const double j = case_num_idx (c, VALUE);
+ double n_pos_eq = case_num_idx (c, N_POS_EQ);
+ double n_pos_gt = case_num_idx (c, N_POS_GT);
+ double n_neg_eq = case_num_idx (c, N_NEG_EQ);
+ double n_neg_lt = case_num_idx (c, N_NEG_LT);
+
+ if (prev_case && j == case_num_idx (prev_case, VALUE))
+ {
+ if (0 == case_num_idx (c, N_POS_EQ))
+ {
+ n_pos_eq = case_num_idx (prev_case, N_POS_EQ);
+ n_pos_gt = case_num_idx (prev_case, N_POS_GT);
+ }
+
+ if (0 == case_num_idx (c, N_NEG_EQ))
+ {
+ n_neg_eq = case_num_idx (prev_case, N_NEG_EQ);
+ n_neg_lt = case_num_idx (prev_case, N_NEG_LT);
+ }
+ }
+
+ if (NULL == next_case || j != case_num_idx (next_case, VALUE))
+ {
+ rs[i].auc += n_pos_gt * n_neg_eq + (n_pos_eq * n_neg_eq) / 2.0;
+
+ rs[i].q1hat +=
+ n_neg_eq * (pow2 (n_pos_gt) + n_pos_gt * n_pos_eq + pow2 (n_pos_eq) / 3.0);
+ rs[i].q2hat +=
+ n_pos_eq * (pow2 (n_neg_lt) + n_neg_lt * n_neg_eq + pow2 (n_neg_eq) / 3.0);
+
+ }
+
+ case_unref (next_case);
+ case_unref (prev_case);
+ prev_case = case_clone (c);
+ }
+ casereader_destroy (r);
+ case_unref (prev_case);
+
+ rs[i].auc /= rs[i].n1 * rs[i].n2;
+ if (roc->invert)
+ rs[i].auc = 1 - rs[i].auc;
+
+ if (roc->bi_neg_exp)
+ {
+ rs[i].q1hat = rs[i].auc / (2 - rs[i].auc);
+ rs[i].q2hat = 2 * pow2 (rs[i].auc) / (1 + rs[i].auc);
+ }
+ else
+ {
+ rs[i].q1hat /= rs[i].n2 * pow2 (rs[i].n1);
+ rs[i].q2hat /= rs[i].n1 * pow2 (rs[i].n2);
+ }
+ }
+
+ casereader_destroy (positives);
+ casereader_destroy (negatives);
+
+ caseproto_unref (n_proto);
+ subcase_uninit (&up_ordering);
+ subcase_uninit (&down_ordering);
+
+ output_roc (rs, roc);
+
+ for (size_t i = 0; i < roc->n_vars; ++i)
+ casereader_destroy (rs[i].cutpoint_rdr);
+
+ free (rs);
+}
+
+static void
+show_auc (struct roc_state *rs, const struct cmd_roc *roc)
+{
+ struct pivot_table *table = pivot_table_create (N_("Area Under the Curve"));
+
+ struct pivot_dimension *statistics = pivot_dimension_create (
+ table, PIVOT_AXIS_COLUMN, N_("Statistics"),
+ N_("Area"), PIVOT_RC_OTHER);
+ if (roc->print_se)
+ {
+ pivot_category_create_leaves (
+ statistics->root,
+ N_("Std. Error"), PIVOT_RC_OTHER,
+ N_("Asymptotic Sig."), PIVOT_RC_SIGNIFICANCE);
+ struct pivot_category *interval = pivot_category_create_group__ (
+ statistics->root,
+ pivot_value_new_text_format (N_("Asymp. %g%% Confidence Interval"),
+ roc->ci));
+ pivot_category_create_leaves (interval,
+ N_("Lower Bound"), PIVOT_RC_OTHER,
+ N_("Upper Bound"), PIVOT_RC_OTHER);
+ }
+
+ struct pivot_dimension *variables = pivot_dimension_create (
+ table, PIVOT_AXIS_ROW, N_("Variable under test"));
+ variables->root->show_label = true;
+
+ for (size_t i = 0; i < roc->n_vars; ++i)
+ {
+ int var_idx = pivot_category_create_leaf (
+ variables->root, pivot_value_new_variable (roc->vars[i]));
+
+ pivot_table_put2 (table, 0, var_idx, pivot_value_new_number (rs[i].auc));
+
+ if (roc->print_se)
+ {
+ double se = (rs[i].auc * (1 - rs[i].auc)
+ + (rs[i].n1 - 1) * (rs[i].q1hat - pow2 (rs[i].auc))
+ + (rs[i].n2 - 1) * (rs[i].q2hat - pow2 (rs[i].auc)));
+ se /= rs[i].n1 * rs[i].n2;
+ se = sqrt (se);
+
+ double ci = 1 - roc->ci / 100.0;
+ double yy = gsl_cdf_gaussian_Qinv (ci, se);
+
+ double sd_0_5 = sqrt ((rs[i].n1 + rs[i].n2 + 1) /
+ (12 * rs[i].n1 * rs[i].n2));
+ double sig = 2.0 * gsl_cdf_ugaussian_Q (fabs ((rs[i].auc - 0.5)
+ / sd_0_5));
+ double entries[] = { se, sig, rs[i].auc - yy, rs[i].auc + yy };
+ for (size_t i = 0; i < sizeof entries / sizeof *entries; i++)
+ pivot_table_put2 (table, i + 1, var_idx,
+ pivot_value_new_number (entries[i]));
+ }
+ }
+
+ pivot_table_submit (table);
+}
+
+static void
+show_summary (const struct cmd_roc *roc)
+{
+ struct pivot_table *table = pivot_table_create (N_("Case Summary"));
+
+ struct pivot_dimension *statistics = pivot_dimension_create (
+ table, PIVOT_AXIS_COLUMN, N_("Valid N (listwise)"),
+ N_("Unweighted"), PIVOT_RC_INTEGER,
+ N_("Weighted"), PIVOT_RC_OTHER);
+ statistics->root->show_label = true;
+
+ struct pivot_dimension *cases = pivot_dimension_create__ (
+ table, PIVOT_AXIS_ROW, pivot_value_new_variable (roc->state_var));
+ cases->root->show_label = true;
+ pivot_category_create_leaves (cases->root, N_("Positive"), N_("Negative"));
+
+ struct entry
+ {
+ int stat_idx;
+ int case_idx;
+ double x;
+ }
+ entries[] = {
+ { 0, 0, roc->pos },
+ { 0, 1, roc->neg },
+ { 1, 0, roc->pos_weighted },
+ { 1, 1, roc->neg_weighted },
+ };
+ for (size_t i = 0; i < sizeof entries / sizeof *entries; i++)
+ {
+ const struct entry *e = &entries[i];
+ pivot_table_put2 (table, e->stat_idx, e->case_idx,
+ pivot_value_new_number (e->x));
+ }
+ pivot_table_submit (table);
+}
+
+static void
+show_coords (struct roc_state *rs, const struct cmd_roc *roc)
+{
+ struct pivot_table *table = pivot_table_create (
+ N_("Coordinates of the Curve"));
+
+ pivot_dimension_create (table, PIVOT_AXIS_COLUMN, N_("Statistics"),
+ N_("Positive if greater than or equal to"),
+ N_("Sensitivity"), N_("1 - Specificity"));
+
+ struct pivot_dimension *coordinates = pivot_dimension_create (
+ table, PIVOT_AXIS_ROW, N_("Coordinates"));
+ coordinates->hide_all_labels = true;
+
+ struct pivot_dimension *variables = pivot_dimension_create (
+ table, PIVOT_AXIS_ROW, N_("Test variable"));
+ variables->root->show_label = true;
+
+
+ int n_coords = 0;
+ for (size_t i = 0; i < roc->n_vars; ++i)
+ {
+ struct casereader *r = casereader_clone (rs[i].cutpoint_rdr);
+
+ int var_idx = pivot_category_create_leaf (
+ variables->root, pivot_value_new_variable (roc->vars[i]));
+
+ struct ccase *cc;
+ int coord_idx = 0;
+ for (; (cc = casereader_read (r)) != NULL; case_unref (cc))
+ {
+ const double se = case_num_idx (cc, ROC_TP) /
+ (case_num_idx (cc, ROC_TP) + case_num_idx (cc, ROC_FN));
+
+ const double sp = case_num_idx (cc, ROC_TN) /
+ (case_num_idx (cc, ROC_TN) + case_num_idx (cc, ROC_FP));
+
+ if (coord_idx >= n_coords)
+ {
+ assert (coord_idx == n_coords);
+ pivot_category_create_leaf (
+ coordinates->root, pivot_value_new_integer (++n_coords));
+ }
+
+ pivot_table_put3 (
+ table, 0, coord_idx, var_idx,
+ pivot_value_new_var_value (roc->vars[i],
+ case_data_idx (cc, ROC_CUTPOINT)));
+
+ pivot_table_put3 (table, 1, coord_idx, var_idx,
+ pivot_value_new_number (se));
+ pivot_table_put3 (table, 2, coord_idx, var_idx,
+ pivot_value_new_number (1 - sp));
+ coord_idx++;
+ }
+
+ casereader_destroy (r);
+ }
+
+ pivot_table_submit (table);
+}
+
+static void
+output_roc (struct roc_state *rs, const struct cmd_roc *roc)
+{
+ show_summary (roc);
+
+ if (roc->curve)
+ {
+ struct roc_chart *rc = roc_chart_create (roc->reference);
+ for (size_t i = 0; i < roc->n_vars; i++)
+ roc_chart_add_var (rc, var_get_name (roc->vars[i]),
+ rs[i].cutpoint_rdr);
+ roc_chart_submit (rc);
+ }
+
+ show_auc (rs, roc);
+
+ if (roc->print_coords)
+ show_coords (rs, roc);
+}
+
projects / pspp / blobdiff