diff options
author | mguetlein <martin.guetlein@gmail.com> | 2012-03-26 11:29:14 +0200 |
---|---|---|
committer | mguetlein <martin.guetlein@gmail.com> | 2012-03-26 11:29:14 +0200 |
commit | 8a199a09a6d9ac8b0349af0d7c5b5320bdcec9b5 (patch) | |
tree | 3628e7cb4f705a4640bc03f8340c4acc13a73fd6 /lib | |
parent | ac9f3ee04f997fa14a88dd7b16a5a6d9ccb8b30e (diff) |
add concordance correlation coefficient, adjust feature value plotting
Diffstat (limited to 'lib')
-rwxr-xr-x | lib/predictions.rb | 68 | ||||
-rwxr-xr-x | lib/validation_db.rb | 2 |
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 |