/* PSPP - a program for statistical analysis.
- Copyright (C) 2009 Free Software Foundation, Inc.
+ 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
#include <config.h>
-#include "roc.h"
-#include <data/procedure.h>
-#include <language/lexer/variable-parser.h>
-#include <language/lexer/value-parser.h>
-#include <language/lexer/lexer.h>
-
-#include <data/casegrouper.h>
-#include <data/casereader.h>
-#include <data/casewriter.h>
-#include <data/dictionary.h>
-#include <math/sort.h>
-
-#include <libpspp/misc.h>
+#include "language/stats/roc.h"
#include <gsl/gsl_cdf.h>
-#include <output/table.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)
{
size_t n_vars;
const struct variable **vars;
+ const struct dictionary *dict;
- struct variable *state_var ;
+ const struct variable *state_var;
union value state_value;
+ size_t state_var_width;
/* Plot the roc curve */
bool curve;
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 *ds, struct cmd_roc *roc);
roc.ci = 95;
roc.bi_neg_exp = false;
roc.invert = false;
+ roc.pos = roc.pos_weighted = 0;
+ roc.neg = roc.neg_weighted = 0;
+ roc.dict = dataset_dict (ds);
+ roc.state_var = NULL;
+ roc.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))
- return 2;
+ goto error;
- if ( ! lex_force_match (lexer, T_BY))
+ if (! lex_force_match (lexer, T_BY))
{
- return 2;
+ goto error;
}
roc.state_var = parse_variable (lexer, dict);
+ if (! roc.state_var)
+ {
+ goto error;
+ }
- if ( !lex_force_match (lexer, '('))
+ if (!lex_force_match (lexer, T_LPAREN))
{
- return 2;
+ goto error;
}
- parse_value (lexer, &roc.state_value, var_get_width (roc.state_var));
+ roc.state_var_width = var_get_width (roc.state_var);
+ value_init (&roc.state_value, roc.state_var_width);
+ parse_value (lexer, &roc.state_value, roc.state_var);
- if ( !lex_force_match (lexer, ')'))
+ if (!lex_force_match (lexer, T_RPAREN))
{
- return 2;
+ goto error;
}
-
- while (lex_token (lexer) != '.')
+ while (lex_token (lexer) != T_ENDCMD)
{
- lex_match (lexer, '/');
+ lex_match (lexer, T_SLASH);
if (lex_match_id (lexer, "MISSING"))
{
- lex_match (lexer, '=');
- while (lex_token (lexer) != '.' && lex_token (lexer) != '/')
+ lex_match (lexer, T_EQUALS);
+ while (lex_token (lexer) != T_ENDCMD && lex_token (lexer) != T_SLASH)
{
if (lex_match_id (lexer, "INCLUDE"))
{
else
{
lex_error (lexer, NULL);
- return 2;
+ goto error;
}
}
}
else if (lex_match_id (lexer, "PLOT"))
{
- lex_match (lexer, '=');
+ lex_match (lexer, T_EQUALS);
if (lex_match_id (lexer, "CURVE"))
{
roc.curve = true;
- if (lex_match (lexer, '('))
+ if (lex_match (lexer, T_LPAREN))
{
roc.reference = true;
- lex_force_match_id (lexer, "REFERENCE");
- lex_force_match (lexer, ')');
+ if (! lex_force_match_id (lexer, "REFERENCE"))
+ goto error;
+ if (! lex_force_match (lexer, T_RPAREN))
+ goto error;
}
}
else if (lex_match_id (lexer, "NONE"))
else
{
lex_error (lexer, NULL);
- return 2;
+ goto error;
}
}
else if (lex_match_id (lexer, "PRINT"))
{
- lex_match (lexer, '=');
- while (lex_token (lexer) != '.' && lex_token (lexer) != '/')
+ lex_match (lexer, T_EQUALS);
+ while (lex_token (lexer) != T_ENDCMD && lex_token (lexer) != T_SLASH)
{
if (lex_match_id (lexer, "SE"))
{
else
{
lex_error (lexer, NULL);
- return 2;
+ goto error;
}
}
}
else if (lex_match_id (lexer, "CRITERIA"))
{
- lex_match (lexer, '=');
- while (lex_token (lexer) != '.' && lex_token (lexer) != '/')
+ lex_match (lexer, T_EQUALS);
+ while (lex_token (lexer) != T_ENDCMD && lex_token (lexer) != T_SLASH)
{
if (lex_match_id (lexer, "CUTOFF"))
{
- lex_force_match (lexer, '(');
+ if (! lex_force_match (lexer, T_LPAREN))
+ goto error;
if (lex_match_id (lexer, "INCLUDE"))
{
roc.exclude = MV_SYSTEM;
else
{
lex_error (lexer, NULL);
- return 2;
+ goto error;
}
- lex_force_match (lexer, ')');
+ if (! lex_force_match (lexer, T_RPAREN))
+ goto error;
}
else if (lex_match_id (lexer, "TESTPOS"))
{
- lex_force_match (lexer, '(');
+ if (! lex_force_match (lexer, T_LPAREN))
+ goto error;
if (lex_match_id (lexer, "LARGE"))
{
roc.invert = false;
else
{
lex_error (lexer, NULL);
- return 2;
+ goto error;
}
- lex_force_match (lexer, ')');
+ if (! lex_force_match (lexer, T_RPAREN))
+ goto error;
}
else if (lex_match_id (lexer, "CI"))
{
- lex_force_match (lexer, '(');
- lex_force_num (lexer);
+ if (!lex_force_match (lexer, T_LPAREN))
+ goto error;
+ if (! lex_force_num (lexer))
+ goto error;
roc.ci = lex_number (lexer);
lex_get (lexer);
- lex_force_match (lexer, ')');
+ if (!lex_force_match (lexer, T_RPAREN))
+ goto error;
}
else if (lex_match_id (lexer, "DISTRIBUTION"))
{
- lex_force_match (lexer, '(');
+ if (!lex_force_match (lexer, T_LPAREN))
+ goto error;
if (lex_match_id (lexer, "FREE"))
{
roc.bi_neg_exp = false;
else
{
lex_error (lexer, NULL);
- return 2;
+ goto error;
}
- lex_force_match (lexer, ')');
+ if (!lex_force_match (lexer, T_RPAREN))
+ goto error;
}
else
{
lex_error (lexer, NULL);
- return 2;
+ goto error;
}
}
}
}
}
- run_roc (ds, &roc);
+ 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;
- return 1;
+ error:
+ if (roc.state_var)
+ value_destroy (&roc.state_value, roc.state_var_width);
+ free (roc.vars);
+ return CMD_FAILURE;
}
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 (; (c = casereader_read (r)); case_unref (c))
{
int i;
- for (i = 0 ; i < case_get_value_cnt (c); ++i)
- {
- printf ("%g ", case_data_idx (c, i)->f);
- }
+ for (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 0 == value_compare_3way (case_data (c, roc->state_var),
- &roc->state_value,
- var_get_width (roc->state_var));
+ return positive;
}
#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;
+ 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;
- double n1;
- double n2;
+ /* 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)
+ 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);
- const int weight_idx = w ? var_get_case_index (w) :
- caseproto_get_n_widths (casereader_get_proto (reader)) - 1;
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);
proto = caseproto_add_width (proto, 0);
proto = caseproto_add_width (proto, 0);
- wtr = autopaging_writer_create (proto);
+ wtr = autopaging_writer_create (proto);
*cc = 0;
-
- for ( ; (c1 = casereader_read (r1) ); case_unref (c1))
+
+ 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_data_idx (c1, weight_idx)->f;
- const double d1 = case_data (c1, var)->f;
+ 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;
-
- struct ccase *new_case = case_create (proto);
+ *cutpoint_rdr = accumulate_counts (*cutpoint_rdr, d1, weight1,
+ pos_cond,
+ true_index, false_index);
*cc += weight1;
- for ( ; (c2 = casereader_read (r2) ); case_unref (c2))
+ for (; (c2 = casereader_read (r2)); case_unref (c2))
{
- const double d2 = case_data (c2, var)->f;
- const double weight2 = case_data_idx (c2, weight_idx)->f;
+ const double d2 = case_num (c2, var);
+ const double weight2 = case_num_idx (c2, weight_idx);
- if ( d1 == d2 )
+ if (d1 == d2)
{
n_eq += weight2;
continue;
}
- else if ( pred (d2, d1))
+ else if (pred (d2, d1))
{
n_pred += weight2;
}
}
- case_data_rw_idx (new_case, VALUE)->f = d1;
- case_data_rw_idx (new_case, N_EQ)->f = n_eq;
- case_data_rw_idx (new_case, N_PRED)->f = n_pred;
+ *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 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
-do_roc (struct cmd_roc *roc, struct casereader *input, struct dictionary *dict)
+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 void
+prepare_cutpoints (struct cmd_roc *roc, struct roc_state *rs, struct casereader *input)
{
int i;
+ struct casereader *r = casereader_clone (input);
+ struct ccase *c;
- struct roc_state *rs = xcalloc (roc->n_vars, sizeof *rs);
+ {
+ struct caseproto *proto = caseproto_create ();
+ struct subcase ordering;
+ subcase_init (&ordering, ROC_CUTPOINT, 0, SC_ASCEND);
+
+ 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 */
+
+ for (i = 0 ; i < roc->n_vars; ++i)
+ {
+ rs[i].cutpoint_wtr = sort_create_writer (&ordering, proto);
+ rs[i].prev_result = SYSMIS;
+ rs[i].max = -DBL_MAX;
+ rs[i].min = DBL_MAX;
+ }
+
+ caseproto_unref (proto);
+ subcase_destroy (&ordering);
+ }
+
+ for (; (c = casereader_read (r)) != NULL; case_unref (c))
+ {
+ for (i = 0 ; i < roc->n_vars; ++i)
+ {
+ const union value *v = case_data (c, roc->vars[i]);
+ const double result = v->f;
- const struct caseproto *proto = casereader_get_proto (input);
+ if (mv_is_value_missing (var_get_missing_values (roc->vars[i]), v, roc->exclude))
+ continue;
- struct casewriter *neg_wtr = autopaging_writer_create (proto);
+ 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 (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);
+ }
+}
+
+static void
+do_roc (struct cmd_roc *roc, struct casereader *reader, struct dictionary *dict)
+{
+ int i;
+
+ struct roc_state *rs = XCALLOC (roc->n_vars, struct roc_state);
struct casereader *negatives = NULL;
+ struct casereader *positives = NULL;
+
+ struct caseproto *n_proto = NULL;
+
+ struct subcase up_ordering;
+ struct subcase down_ordering;
+
+ struct casewriter *neg_wtr = NULL;
+
+ 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);
+
+ neg_wtr = autopaging_writer_create (casereader_get_proto (input));
+
+ prepare_cutpoints (roc, rs, input);
- struct casereader *positives =
+
+ /* Separate the positive actual state cases from the negative ones */
+ positives =
casereader_create_filter_func (input,
match_positives,
NULL,
roc,
neg_wtr);
+ n_proto = caseproto_create ();
+
+ n_proto = caseproto_add_width (n_proto, 0);
+ n_proto = caseproto_add_width (n_proto, 0);
+ n_proto = caseproto_add_width (n_proto, 0);
+ n_proto = caseproto_add_width (n_proto, 0);
+ n_proto = caseproto_add_width (n_proto, 0);
+
+ subcase_init (&up_ordering, VALUE, 0, SC_ASCEND);
+ subcase_init (&down_ordering, VALUE, 0, SC_DESCEND);
for (i = 0 ; i < roc->n_vars; ++i)
{
- double q1hat = 0;
- double q2hat = 0;
+ struct casewriter *w = NULL;
+ struct casereader *r = NULL;
+
+ struct ccase *c;
struct ccase *cpos;
- struct casereader *n_neg ;
+ struct casereader *n_neg_reader ;
const struct variable *var = roc->vars[i];
struct casereader *neg ;
struct casereader *pos = casereader_clone (positives);
- struct casereader *n_pos = process_group (var, pos, gt, dict, &rs[i].n1);
+ struct casereader *n_pos_reader =
+ process_positive_group (var, pos, dict, &rs[i]);
- if ( negatives == NULL)
+ if (negatives == NULL)
{
negatives = casewriter_make_reader (neg_wtr);
}
-
+
neg = casereader_clone (negatives);
- n_neg = process_group (var, neg, lt, dict, &rs[i].n2);
+ n_neg_reader = process_negative_group (var, neg, dict, &rs[i]);
- /* Simple join on VALUE */
- for ( ; (cpos = casereader_read (n_pos) ); case_unref (cpos))
+ /* Merge the n_pos and n_neg casereaders */
+ w = sort_create_writer (&up_ordering, n_proto);
+ for (; (cpos = casereader_read (n_pos_reader)); case_unref (cpos))
{
- struct ccase *cneg = NULL;
- double dneg = -DBL_MAX;
- const double dpos = case_data_idx (cpos, VALUE)->f;
- while (dneg < dpos)
- {
- if ( cneg )
- case_unref (cneg);
+ struct ccase *pos_case = case_create (n_proto);
+ struct ccase *cneg;
+ const double jpos = case_num_idx (cpos, VALUE);
- cneg = casereader_read (n_neg);
- dneg = case_data_idx (cneg, VALUE)->f;
- }
-
- if ( dpos == dneg )
+ while ((cneg = casereader_read (n_neg_reader)))
{
- double n_pos_eq = case_data_idx (cpos, N_EQ)->f;
- double n_neg_eq = case_data_idx (cneg, N_EQ)->f;
- double n_pos_gt = case_data_idx (cpos, N_PRED)->f;
- double n_neg_lt = case_data_idx (cneg, N_PRED)->f;
-
- rs[i].auc += n_pos_gt * n_neg_eq + (n_pos_eq * n_neg_eq) / 2.0;
- q1hat += n_neg_eq * ( pow2 (n_pos_gt) + n_pos_gt * n_pos_eq + pow2 (n_pos_eq) / 3.0);
- q2hat += n_pos_eq * ( pow2 (n_neg_lt) + n_neg_lt * n_neg_eq + pow2 (n_neg_eq) / 3.0);
- }
+ struct ccase *nc = case_create (n_proto);
- if ( cneg )
- case_unref (cneg);
- }
+ 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;
- rs[i].auc /= rs[i].n1 * rs[i].n2;
- if ( roc->invert )
- rs[i].auc = 1 - rs[i].auc;
+ *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);
+
+/* These aren't used anymore */
+#undef N_EQ
+#undef N_PRED
+
+ 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);
+
+ 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_destroy (&up_ordering);
+ subcase_destroy (&down_ordering);
+
output_roc (rs, roc);
+ for (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)
{
- int i;
- const int n_fields = roc->print_se ? 5 : 1;
- const int n_cols = roc->n_vars > 1 ? n_fields + 1: n_fields;
- const int n_rows = 2 + roc->n_vars;
- struct tab_table *tbl = tab_create (n_cols, n_rows, 0);
-
- if ( roc->n_vars > 1)
- tab_title (tbl, _("Area Under the Curve"));
- else
- tab_title (tbl, _("Area Under the Curve (%s)"), var_to_string (roc->vars[0]));
-
- tab_headers (tbl, n_cols - n_fields, 0, 1, 0);
-
- tab_dim (tbl, tab_natural_dimensions, NULL);
+ struct pivot_table *table = pivot_table_create (N_("Area Under the Curve"));
- tab_text (tbl, n_cols - n_fields, 1, TAT_TITLE, _("Area"));
-
- tab_hline (tbl, TAL_2, 0, n_cols - 1, 2);
+ 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);
+ }
- tab_box (tbl,
- TAL_2, TAL_2,
- -1, TAL_1,
- 0, 0,
- n_cols - 1,
- n_rows - 1);
+ struct pivot_dimension *variables = pivot_dimension_create (
+ table, PIVOT_AXIS_ROW, N_("Variable under test"));
+ variables->root->show_label = true;
- if ( roc->print_se )
+ for (size_t i = 0 ; i < roc->n_vars ; ++i)
{
- tab_text (tbl, n_cols - 4, 1, TAT_TITLE, _("Std. Error"));
- tab_text (tbl, n_cols - 3, 1, TAT_TITLE, _("Asymptotic Sig."));
+ int var_idx = pivot_category_create_leaf (
+ variables->root, pivot_value_new_variable (roc->vars[i]));
- tab_text (tbl, n_cols - 2, 1, TAT_TITLE, _("Lower Bound"));
- tab_text (tbl, n_cols - 1, 1, TAT_TITLE, _("Upper Bound"));
+ pivot_table_put2 (table, 0, var_idx, pivot_value_new_number (rs[i].auc));
- tab_joint_text (tbl, n_cols - 2, 0, 4, 0,
- TAT_TITLE | TAB_CENTER | TAT_PRINTF,
- _("Asymp. %g%% Confidence Interval"), roc->ci);
- tab_vline (tbl, 0, n_cols - 1, 0, 0);
- tab_hline (tbl, TAL_1, n_cols - 2, n_cols - 1, 1);
+ 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]));
+ }
}
- if ( roc->n_vars > 1)
- tab_text (tbl, 0, 1, TAT_TITLE, _("Variable under test"));
+ pivot_table_submit (table);
+}
- if ( roc->n_vars > 1)
- tab_vline (tbl, TAL_2, 1, 0, n_rows - 1);
+static void
+show_summary (const struct cmd_roc *roc)
+{
+ struct pivot_table *table = pivot_table_create (N_("Case Summary"));
- for ( i = 0 ; i < roc->n_vars ; ++i )
- {
- tab_text (tbl, 0, 2 + i, TAT_TITLE, var_to_string (roc->vars[i]));
+ 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;
- tab_double (tbl, n_cols - n_fields, 2 + i, 0, rs[i].auc, NULL);
+ 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"));
- if ( roc->print_se )
- {
+ 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);
+}
- double se ;
- const double sd_0_5 = sqrt ((rs[i].n1 + rs[i].n2 + 1) /
- (12 * rs[i].n1 * rs[i].n2));
- double ci ;
- double yy ;
+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"));
- double q1 = rs[i].auc / ( 2 - rs[i].auc);
- double q2 = 2 * pow2 (rs[i].auc) / ( 1 + rs[i].auc);
+ pivot_dimension_create (table, PIVOT_AXIS_COLUMN, N_("Statistics"),
+ N_("Positive if greater than or equal to"),
+ N_("Sensitivity"), N_("1 - Specificity"));
- se = rs[i].auc * (1 - rs[i].auc) + (rs[i].n1 - 1) * (q1 - pow2 (rs[i].auc)) +
- (rs[i].n2 - 1) * (q2 - pow2 (rs[i].auc));
+ struct pivot_dimension *coordinates = pivot_dimension_create (
+ table, PIVOT_AXIS_ROW, N_("Coordinates"));
+ coordinates->hide_all_labels = true;
- se /= rs[i].n1 * rs[i].n2;
+ struct pivot_dimension *variables = pivot_dimension_create (
+ table, PIVOT_AXIS_ROW, N_("Test variable"));
+ variables->root->show_label = true;
- se = sqrt (se);
- tab_double (tbl, n_cols - 4, 2 + i, 0,
- se,
- NULL);
+ int n_coords = 0;
+ for (size_t i = 0; i < roc->n_vars; ++i)
+ {
+ struct casereader *r = casereader_clone (rs[i].cutpoint_rdr);
- ci = 1 - roc->ci / 100.0;
- yy = gsl_cdf_gaussian_Qinv (ci, se) ;
+ int var_idx = pivot_category_create_leaf (
+ variables->root, pivot_value_new_variable (roc->vars[i]));
- tab_double (tbl, n_cols - 2, 2 + i, 0,
- rs[i].auc - yy,
- NULL);
+ 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));
- tab_double (tbl, n_cols - 1, 2 + i, 0,
- rs[i].auc + yy,
- NULL);
+ const double sp = case_num_idx (cc, ROC_TN) /
+ (case_num_idx (cc, ROC_TN) + case_num_idx (cc, ROC_FP));
- tab_double (tbl, n_cols - 3, 2 + i, 0,
- 2.0 * gsl_cdf_ugaussian_Q (fabs ((rs[i].auc - 0.5 ) / sd_0_5)),
- NULL);
+ 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);
}
- tab_submit (tbl);
+ pivot_table_submit (table);
}
-
-
static void
output_roc (struct roc_state *rs, const struct cmd_roc *roc)
{
-#if 0
show_summary (roc);
- if ( roc->curve )
- draw_roc (rs, roc);
-#endif
+ if (roc->curve)
+ {
+ struct roc_chart *rc;
+ size_t i;
+
+ rc = roc_chart_create (roc->reference);
+ for (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 0
- if ( roc->print_coords )
+ if (roc->print_coords)
show_coords (rs, roc);
-#endif
}
+
projects / pspp / blobdiff