da_risk_estimator {abcrlda}

Double Asymptotic Risk Estimator

Description

This function implements the generalized (double asymptotic) consistent estimator of risk.

Usage

da_risk_estimator(object)

Arguments

object

An object of class "abcrlda".

Value

Calculates risk based on estimated class error rates and misclassification costs

\Re = \varepsilon_0 * C_{10} + \varepsilon_1 * C_{01}

Reference

A. Zollanvari, M. Abdirash, A. Dadlani and B. Abibullaev, "Asymptotically Bias-Corrected Regularized Linear Discriminant Analysis for Cost-Sensitive Binary Classification," in IEEE Signal Processing Letters, vol. 26, no. 9, pp. 1300-1304, Sept. 2019. doi: 10.1109/LSP.2019.2918485 URL: https://ieeexplore.ieee.org/document/8720003

See Also

Other functions in the package: abcrlda(), cross_validation(), grid_search(), predict.abcrlda(), risk_calculate()

Examples

data(iris)
train_data <- iris[which(iris[, ncol(iris)] == "virginica" |
                         iris[, ncol(iris)] == "versicolor"), 1:4]
train_label <- factor(iris[which(iris[, ncol(iris)] == "virginica" |
                                 iris[, ncol(iris)] == "versicolor"), 5])
model <- abcrlda(train_data, train_label, gamma = 0.5, cost = 0.75)
da_risk_estimator(model)