#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 <gsl/gsl_cdf.h>
+#include <output/table.h>
#include "gettext.h"
#define _(msgid) gettext (msgid)
bool invert ; /* True iff a smaller test result variable indicates
a positive result */
-
};
static int run_roc (struct dataset *ds, struct cmd_roc *roc);
while (casegrouper_get_next_group (grouper, &group))
{
do_roc (roc, group, dataset_dict (ds));
- casereader_destroy (group);
}
ok = casegrouper_destroy (grouper);
ok = proc_commit (ds) && ok;
static void
-do_roc (struct cmd_roc *roc, struct casereader *group, struct dictionary *dict)
+dump_casereader (struct casereader *reader)
+{
+ struct ccase *c;
+ struct casereader *r = casereader_clone (reader);
+
+ 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);
+ }
+ printf ("\n");
+ }
+
+ casereader_destroy (r);
+}
+
+static bool
+match_positives (const struct ccase *c, void *aux)
{
+ struct cmd_roc *roc = aux;
+
+ return 0 == value_compare_3way (case_data (c, roc->state_var),
+ &roc->state_value,
+ var_get_width (roc->state_var));
}
+
+#define VALUE 0
+#define N_EQ 1
+#define N_PRED 2
+
+struct roc_state
+{
+ double auc;
+
+ double n1;
+ double n2;
+};
+
+
+static void output_roc (struct roc_state *rs, const struct cmd_roc *roc);
+
+
+
+static struct casereader *
+process_group (const struct variable *var, struct casereader *reader,
+ bool (*pred) (double, double),
+ const struct dictionary *dict,
+ double *cc)
+{
+ 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);
+
+ 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 *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;
+ double n_eq = 0.0;
+ double n_pred = 0.0;
+
+
+ struct ccase *new_case = case_create (proto);
+
+ *cc += weight1;
+
+ 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;
+
+ if ( d1 == d2 )
+ {
+ n_eq += weight2;
+ continue;
+ }
+ 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;
+
+ casewriter_write (wtr, new_case);
+
+ casereader_destroy (r2);
+ }
+
+ casereader_destroy (r1);
+ casereader_destroy (rclone);
+
+ return casewriter_make_reader (wtr);
+}
+
+static bool
+gt (double d1, double d2)
+{
+ return d1 > d2;
+}
+
+static bool
+lt (double d1, double d2)
+{
+ return d1 < d2;
+}
+
+
+static void
+do_roc (struct cmd_roc *roc, struct casereader *input, struct dictionary *dict)
+{
+ int i;
+
+ struct roc_state *rs = xcalloc (roc->n_vars, sizeof *rs);
+
+ const struct caseproto *proto = casereader_get_proto (input);
+
+ struct casewriter *neg_wtr = autopaging_writer_create (proto);
+
+ struct casereader *negatives = NULL;
+
+ struct casereader *positives =
+ casereader_create_filter_func (input,
+ match_positives,
+ NULL,
+ roc,
+ neg_wtr);
+
+
+ for (i = 0 ; i < roc->n_vars; ++i)
+ {
+ double q1hat = 0;
+ double q2hat = 0;
+
+ struct ccase *cpos;
+ struct casereader *n_neg ;
+ 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);
+
+ if ( negatives == NULL)
+ {
+ negatives = casewriter_make_reader (neg_wtr);
+ }
+
+ neg = casereader_clone (negatives);
+
+ n_neg = process_group (var, neg, lt, dict, &rs[i].n2);
+
+ /* Simple join on VALUE */
+ for ( ; (cpos = casereader_read (n_pos) ); 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);
+
+ cneg = casereader_read (n_neg);
+ dneg = case_data_idx (cneg, VALUE)->f;
+ }
+
+ if ( dpos == dneg )
+ {
+ 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);
+ }
+
+ if ( cneg )
+ case_unref (cneg);
+ }
+
+ rs[i].auc /= rs[i].n1 * rs[i].n2;
+ if ( roc->invert )
+ rs[i].auc = 1 - rs[i].auc;
+
+
+ }
+
+ casereader_destroy (positives);
+ casereader_destroy (negatives);
+
+ output_roc (rs, roc);
+
+ 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);
+
+ tab_text (tbl, n_cols - n_fields, 1, TAT_TITLE, _("Area"));
+
+ tab_hline (tbl, TAL_2, 0, n_cols - 1, 2);
+
+ tab_box (tbl,
+ TAL_2, TAL_2,
+ -1, TAL_1,
+ 0, 0,
+ n_cols - 1,
+ n_rows - 1);
+
+ if ( roc->print_se )
+ {
+ tab_text (tbl, n_cols - 4, 1, TAT_TITLE, _("Std. Error"));
+ tab_text (tbl, n_cols - 3, 1, TAT_TITLE, _("Asymptotic Sig."));
+
+ tab_text (tbl, n_cols - 2, 1, TAT_TITLE, _("Lower Bound"));
+ tab_text (tbl, n_cols - 1, 1, TAT_TITLE, _("Upper Bound"));
+
+ 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->n_vars > 1)
+ tab_text (tbl, 0, 1, TAT_TITLE, _("Variable under test"));
+
+ if ( roc->n_vars > 1)
+ tab_vline (tbl, TAL_2, 1, 0, n_rows - 1);
+
+
+ for ( i = 0 ; i < roc->n_vars ; ++i )
+ {
+ tab_text (tbl, 0, 2 + i, TAT_TITLE, var_to_string (roc->vars[i]));
+
+ tab_double (tbl, n_cols - n_fields, 2 + i, 0, rs[i].auc, NULL);
+
+ if ( roc->print_se )
+ {
+
+ 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 ;
+
+ double q1 = rs[i].auc / ( 2 - rs[i].auc);
+ double q2 = 2 * pow2 (rs[i].auc) / ( 1 + rs[i].auc);
+
+ 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));
+
+ se /= rs[i].n1 * rs[i].n2;
+
+ se = sqrt (se);
+
+ tab_double (tbl, n_cols - 4, 2 + i, 0,
+ se,
+ NULL);
+
+ ci = 1 - roc->ci / 100.0;
+ yy = gsl_cdf_gaussian_Qinv (ci, se) ;
+
+ tab_double (tbl, n_cols - 2, 2 + i, 0,
+ rs[i].auc - yy,
+ NULL);
+
+ tab_double (tbl, n_cols - 1, 2 + i, 0,
+ rs[i].auc + yy,
+ NULL);
+
+ 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);
+ }
+ }
+
+ tab_submit (tbl);
+}
+
+
+
+
+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
+
+ show_auc (rs, roc);
+
+#if 0
+ if ( roc->print_coords )
+ show_coords (rs, roc);
+#endif
+}
projects / pspp-builds.git / commitdiff