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authormguetlein <martin.guetlein@gmail.com>2012-03-26 11:29:14 +0200
committermguetlein <martin.guetlein@gmail.com>2012-03-26 11:29:14 +0200
commit8a199a09a6d9ac8b0349af0d7c5b5320bdcec9b5 (patch)
tree3628e7cb4f705a4640bc03f8340c4acc13a73fd6 /lib
parentac9f3ee04f997fa14a88dd7b16a5a6d9ccb8b30e (diff)
add concordance correlation coefficient, adjust feature value plotting
Diffstat (limited to 'lib')
-rwxr-xr-xlib/predictions.rb68
-rwxr-xr-xlib/validation_db.rb2
2 files changed, 59 insertions, 11 deletions
diff --git a/lib/predictions.rb b/lib/predictions.rb
index 233267d..348ac44 100755
--- a/lib/predictions.rb
+++ b/lib/predictions.rb
@@ -577,6 +577,31 @@ module Lib
# return weighted_sample_correlation_coefficient ** 2
#end
+ def concordance_correlation_coefficient
+ begin
+ numerator = 0
+ @predicted_values.size.times do |i|
+ numerator += (@actual_values[i]-@actual_mean) * (@predicted_values[i]-@prediction_mean) if
+ @actual_values[i]!=nil and @predicted_values[i]!=nil
+ end
+ numerator *= 2
+ denominator = total_sum_of_squares
+ denominator += prediction_total_sum_of_squares
+ denominator += @num_predicted * (@actual_mean - @prediction_mean)**2
+ ccc = numerator / denominator
+ ( ccc.infinite? || ccc.nan? ) ? 0 : ccc
+ rescue; 0; end
+ end
+
+ def prediction_total_sum_of_squares
+ #return @variance_actual * ( @num_predicted - 1 )
+ sum = 0
+ @predicted_values.size.times do |i|
+ sum += (@predicted_values[i]-@prediction_mean)**2 if @actual_values[i]!=nil and @predicted_values[i]!=nil
+ end
+ sum
+ end
+
def sample_correlation_coefficient
begin
# formula see http://en.wikipedia.org/wiki/Correlation_and_dependence#Pearson.27s_product-moment_coefficient
@@ -804,22 +829,45 @@ module Lib
end
puts "num values "+p.size.to_s
- pred = Predictions.new(p,a,c,"regression")
+ #a = [1.0,2.0, 3.0,4.0, 5.0]
+ #p = [1.5,2.25,3.0,3.75,4.5]
+
+ #a = [1.0,2.0,3.0,4.0,5.0]
+ #p = [1.5,2.5,3.5,4.5,5.5]
+
+ #p = a.collect{|v| v-0.5}
+ #p = a.collect{|v| v+0.5}
+
+ #p = [2.0,2.5,3.0,3.5,4.0]
+
+ c = Array.new(p.size,nil)
+
+ data = { :predicted_values => p, :actual_values => a, :confidence_values => c,
+ :feature_type => "regression", :accept_values => nil }
+
+ pred = Predictions.new(data)
puts "internal"
#puts "r-square old "+pred.r_square_old.to_s
puts "cor "+pred.sample_correlation_coefficient.to_s
- puts "weighted cor "+pred.weighted_sample_correlation_coefficient.to_s
+ #puts "weighted cor "+pred.weighted_sample_correlation_coefficient.to_s
puts "r-square "+pred.r_square.to_s
+ puts "ccc "+pred.concordance_correlation_coefficient.to_s
puts "R"
- @@r = RinRuby.new(true,false) unless defined?(@@r) and @@r
- @@r.assign "v1",a
- @@r.assign "v2",p
- puts "r cor "+@@r.pull("cor(v1,v2)").to_s
- @@r.eval "fit <- lm(v1 ~ v2)"
- @@r.eval "sum <- summary(fit)"
- puts "r r-square "+@@r.pull("sum$r.squared").to_s
- puts "r adjusted-r-square "+@@r.pull("sum$adj.r.squared").to_s
+ rutil = OpenTox::RUtil.new
+
+ rutil.r.assign "v1",a
+ rutil.r.assign "v2",p
+ puts "r cor "+rutil.r.pull("cor(v1,v2)").to_s
+ rutil.r.eval "fit <- lm(v1 ~ v2)"
+ rutil.r.eval "sum <- summary(fit)"
+ puts "r r-square "+rutil.r.pull("sum$r.squared").to_s
+ puts "r adjusted-r-square "+rutil.r.pull("sum$adj.r.squared").to_s
+ rutil.r.eval "save.image(\"/tmp/image.R\")"
+ #rutil.r.eval "require(epiR)"
+ #rutil.r.eval "tmp.ccc <- epi.ccc(v1,v2)"
+ #puts "r ccc "+rutil.r.pull("tmp.ccc$rho.c$est").to_s
+ rutil.quit_r
end
def prediction_feature_value_map(proc)
diff --git a/lib/validation_db.rb b/lib/validation_db.rb
index c3a3f71..7d83966 100755
--- a/lib/validation_db.rb
+++ b/lib/validation_db.rb
@@ -38,7 +38,7 @@ module Validation
# :regression_statistics
VAL_REGR_PROPS = [ :root_mean_squared_error, :mean_absolute_error, :r_square, :weighted_r_square,
:target_variance_actual, :target_variance_predicted, :sum_squared_error, :sample_correlation_coefficient,
- :weighted_mean_absolute_error, :weighted_root_mean_squared_error ]
+ :weighted_mean_absolute_error, :weighted_root_mean_squared_error, :concordance_correlation_coefficient ]
CROSS_VAL_PROPS = [:dataset_uri, :num_folds, :stratified, :random_seed]
CROSS_VAL_PROPS_REDUNDANT = [:crossvalidation_uri, :algorithm_uri, :date] + CROSS_VAL_PROPS