RKL {EPX}

Calculate rank last

Description

The peformance measure rank last (RKL) is calculated as follows: after ranking the observations in decreasing order via phat, RKL is the rank of the last truly relevant observation. Hence, RKL can take on integer values from 1 to n, where n is the total number of observations. If there are ties, the last object in the tied group determines RKL. That is, if all n objects are tied at the first rank but only one object is truly relevant, RKL will have a value of n.

Usage

RKL(y, phat, ...)

Arguments

y

True (binary) response vector where 1 is the rare/relevant class.

phat

Numeric vector of estimated probabilities of relevance.

...

Further arguments passed to or from other methods.

Value

Numeric value of RKL.

Examples

## without ties in phat

resp <- c(rep(1, 50), rep(0, 50))
prob <- (1:100)*0.01
RKL(y = resp, phat = prob) # expect 100

resp <- c(rep(0, 50), rep(1, 50))
RKL(y = resp, phat = prob) # expect 50

## with ties in phat
resp <- sample(c(1, 0), 100, replace = TRUE)
prob <- rep(1, 100)
RKL(y = resp, phat = prob) # expect 100