| comp_accu_freq {riskyr} | R Documentation |
Compute accuracy metrics of current classification results.
Description
comp_accu_freq computes a list of current accuracy metrics
from the 4 essential frequencies (hi,
mi, fa, cr)
that constitute the current confusion matrix and
are contained in freq.
Usage
comp_accu_freq(hi = freq$hi, mi = freq$mi, fa = freq$fa, cr = freq$cr, w = 0.5)
Arguments
hi |
The number of hits |
mi |
The number of misses |
fa |
The number of false alarms |
cr |
The number of correct rejections |
w |
The weighting parameter |
Details
Currently computed accuracy metrics include:
-
acc: Overall accuracy as the proportion (or probability) of correctly classifying cases or ofdec_corcases:acc = dec_cor/N = (hi + cr)/(hi + mi + fa + cr)Values range from 0 (no correct prediction) to 1 (perfect prediction).
-
wacc: Weighted accuracy, as a weighted average of the sensitivitysens(aka. hit rateHR,TPR,powerorrecall) and the the specificityspec(aka.TNR) in whichsensis multiplied by a weighting parameterw(ranging from 0 to 1) andspecis multiplied byw's complement(1 - w):wacc = (w * sens) + ((1 - w) * spec)If
w = .50,waccbecomes balanced accuracybacc. -
mcc: The Matthews correlation coefficient (with values ranging from -1 to +1):mcc = ((hi * cr) - (fa * mi)) / sqrt((hi + fa) * (hi + mi) * (cr + fa) * (cr + mi))A value of
mcc = 0implies random performance;mcc = 1implies perfect performance.See Wikipedia: Matthews correlation coefficient for additional information.
-
f1s: The harmonic mean of the positive predictive valuePPV(aka.precision) and the sensitivitysens(aka. hit rateHR,TPR,powerorrecall):f1s = 2 * (PPV * sens) / (PPV + sens)See Wikipedia: F1 score for additional information.
Notes:
Accuracy metrics describe the correspondence of decisions (or predictions) to actual conditions (or truth).
There are several possible interpretations of accuracy:
Computing exact accuracy values based on probabilities (by
comp_accu_prob) may differ from accuracy values computed from (possibly rounded) frequencies (bycomp_accu_freq).When frequencies are rounded to integers (see the default of
round = TRUEincomp_freqandcomp_freq_prob) the accuracy metrics computed bycomp_accu_freqcorrespond to these rounded values. Usecomp_accu_probto obtain exact accuracy metrics from probabilities.
Value
A list accu containing current accuracy metrics.
References
Consult Wikipedia: Confusion matrix for additional information.
See Also
accu for all accuracy metrics;
comp_accu_prob computes exact accuracy metrics from probabilities;
num for basic numeric parameters;
freq for current frequency information;
txt for current text settings;
pal for current color settings;
popu for a table of the current population.
Other metrics:
accu,
acc,
comp_accu_prob(),
comp_acc(),
comp_err(),
err
Other functions computing probabilities:
comp_FDR(),
comp_FOR(),
comp_NPV(),
comp_PPV(),
comp_accu_prob(),
comp_acc(),
comp_comp_pair(),
comp_complement(),
comp_complete_prob_set(),
comp_err(),
comp_fart(),
comp_mirt(),
comp_ppod(),
comp_prob_freq(),
comp_prob(),
comp_sens(),
comp_spec()
Examples
comp_accu_freq() # => accuracy metrics for freq of current scenario
comp_accu_freq(hi = 1, mi = 2, fa = 3, cr = 4) # medium accuracy, but cr > hi
# Extreme cases:
comp_accu_freq(hi = 1, mi = 1, fa = 1, cr = 1) # random performance
comp_accu_freq(hi = 0, mi = 0, fa = 1, cr = 1) # random performance: wacc and f1s are NaN
comp_accu_freq(hi = 1, mi = 0, fa = 0, cr = 1) # perfect accuracy/optimal performance
comp_accu_freq(hi = 0, mi = 1, fa = 1, cr = 0) # zero accuracy/worst performance, but see f1s
comp_accu_freq(hi = 1, mi = 0, fa = 0, cr = 0) # perfect accuracy, but see wacc and mcc
# Effects of w:
comp_accu_freq(hi = 3, mi = 2, fa = 1, cr = 4, w = 1/2) # equal weights to sens and spec
comp_accu_freq(hi = 3, mi = 2, fa = 1, cr = 4, w = 2/3) # more weight to sens
comp_accu_freq(hi = 3, mi = 2, fa = 1, cr = 4, w = 1/3) # more weight to spec
## Contrasting comp_accu_freq and comp_accu_prob:
# (a) comp_accu_freq (based on rounded frequencies):
freq1 <- comp_freq(N = 10, prev = 1/3, sens = 2/3, spec = 3/4) # => hi = 2, mi = 1, fa = 2, cr = 5
accu1 <- comp_accu_freq(freq1$hi, freq1$mi, freq1$fa, freq1$cr) # => accu1 (based on rounded freq).
# accu1
#
# (b) comp_accu_prob (based on probabilities):
accu2 <- comp_accu_prob(prev = 1/3, sens = 2/3, spec = 3/4) # => exact accu (based on prob).
# accu2
all.equal(accu1, accu2) # => 4 differences!
#
# (c) comp_accu_freq (exact values, i.e., without rounding):
freq3 <- comp_freq(N = 10, prev = 1/3, sens = 2/3, spec = 3/4, round = FALSE)
accu3 <- comp_accu_freq(freq3$hi, freq3$mi, freq3$fa, freq3$cr) # => accu3 (based on EXACT freq).
# accu3
all.equal(accu2, accu3) # => TRUE (qed).