## ---- include = FALSE---------------------------------------------------- knitr::opts_chunk$set(fig.width = 6, fig.height = 5, fig.align = "center") ## ---- include = FALSE, echo = FALSE-------------------------------------- library(ggplot2) library(dplyr) library(tidyr) library(purrr) ## ------------------------------------------------------------------------ library(cutpointr) data(suicide) head(suicide) cp <- cutpointr(suicide, dsi, suicide, method = maximize_metric, metric = sum_sens_spec) cp ## ------------------------------------------------------------------------ summary(cp) ## ------------------------------------------------------------------------ plot(cp) ## ------------------------------------------------------------------------ library(cutpointr) data(suicide) head(suicide) opt_cut <- cutpointr(suicide, dsi, suicide) opt_cut ## ------------------------------------------------------------------------ cutpointr(x = suicide$dsi, class = suicide$suicide) ## ------------------------------------------------------------------------ opt_cut <- cutpointr(suicide, dsi, suicide, direction = ">=", pos_class = "yes", neg_class = "no", method = maximize_metric, metric = youden) opt_cut ## ------------------------------------------------------------------------ summary(opt_cut) plot(opt_cut) ## ------------------------------------------------------------------------ plot_metric(opt_cut) ## ------------------------------------------------------------------------ predict(opt_cut, newdata = data.frame(dsi = 0:5)) ## ------------------------------------------------------------------------ opt_cut <- cutpointr(suicide, dsi, suicide, gender) summary(opt_cut) plot(opt_cut) ## ------------------------------------------------------------------------ set.seed(12) opt_cut <- cutpointr(suicide, dsi, suicide, boot_runs = 50) opt_cut ## ------------------------------------------------------------------------ opt_cut$boot ## ------------------------------------------------------------------------ summary(opt_cut) plot(opt_cut) ## ------------------------------------------------------------------------ if (suppressPackageStartupMessages(require(doParallel) & require(doRNG))) { cl <- makeCluster(2) # 2 cores registerDoParallel(cl) registerDoRNG(12) # Reproducible parallel loops using doRNG opt_cut <- cutpointr(suicide, dsi, suicide, gender, pos_class = "yes", direction = ">=", boot_runs = 30, allowParallel = TRUE) stopCluster(cl) opt_cut } ## ------------------------------------------------------------------------ set.seed(100) cutpointr(suicide, dsi, suicide, gender, method = maximize_boot_metric, boot_cut = 30, summary_func = mean, metric = accuracy, silent = TRUE) ## ------------------------------------------------------------------------ opt_cut <- cutpointr(suicide, dsi, suicide, gender, method = minimize_metric, metric = misclassification_cost, cost_fp = 1, cost_fn = 10) ## ------------------------------------------------------------------------ plot_metric(opt_cut) ## ------------------------------------------------------------------------ opt_cut <- cutpointr(suicide, dsi, suicide, gender, method = minimize_loess_metric, criterion = "aicc", family = "symmetric", degree = 2, user.span = 0.7, metric = misclassification_cost, cost_fp = 1, cost_fn = 10) ## ------------------------------------------------------------------------ plot_metric(opt_cut) ## ------------------------------------------------------------------------ exdat <- iris exdat <- exdat[exdat$Species != "setosa", ] opt_cut <- cutpointr(exdat, Petal.Length, Species, method = minimize_gam_metric, formula = m ~ s(x.sorted, bs = "cr"), metric = abs_d_sens_spec) plot_metric(opt_cut) ggplot(opt_cut$roc_curve[[1]] %>% gather(metric, value, m, m_unsmoothed, -x.sorted, na.rm = TRUE), aes(x = x.sorted, y = value, color = metric)) + geom_line() ## ------------------------------------------------------------------------ opt_cut <- cutpointr(suicide, dsi, suicide, gender, method = minimize_spline_metric, spar = 0.4, metric = misclassification_cost, cost_fp = 1, cost_fn = 10) plot_metric(opt_cut) ## ------------------------------------------------------------------------ cutpointr(suicide, dsi, suicide, gender, method = oc_youden_normal) ## ------------------------------------------------------------------------ cutpointr(suicide, dsi, suicide, gender, method = oc_youden_kernel) ## ---- fig.width=4, fig.height=3------------------------------------------ roc_curve <- roc(data = suicide, x = "dsi", class = "suicide", pos_class = "yes", neg_class = "no") plot_cutpointr(roc_curve, fpr, tpr, aspect_ratio = 1) ## ------------------------------------------------------------------------ dat <- data.frame(outcome = c("neg", "neg", "neg", "pos", "pos", "pos", "pos"), pred = c(1, 2, 3, 8, 11, 11, 12)) ## ------------------------------------------------------------------------ opt_cut <- cutpointr(dat, x = pred, class = outcome, use_midpoints = TRUE) plot_x(opt_cut) ## ---- echo = FALSE------------------------------------------------------- plotdat_nomidpoints <- structure(list(sim_nr = c(1L, 1L, 1L, 1L, 1L, 1L, 1L, 1L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 2L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 3L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 4L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 5L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 6L, 7L, 7L, 7L, 7L, 7L, 7L, 7L, 7L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 9L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 10L, 11L, 11L, 11L, 11L, 11L, 11L, 11L, 11L, 12L, 12L, 12L, 12L, 12L, 12L, 12L, 12L, 13L, 13L, 13L, 13L, 13L, 13L, 13L, 13L, 14L, 14L, 14L, 14L, 14L, 14L, 14L, 14L, 15L, 15L, 15L, 15L, 15L, 15L, 15L, 15L, 16L, 16L, 16L, 16L, 16L, 16L, 16L, 16L, 17L, 17L, 17L, 17L, 17L, 17L, 17L, 17L, 18L, 18L, 18L, 18L, 18L, 18L, 18L, 18L, 19L, 19L, 19L, 19L, 19L, 19L, 19L, 19L, 20L, 20L, 20L, 20L, 20L, 20L, 20L, 20L, 21L, 21L, 21L, 21L, 21L, 21L, 21L, 21L, 22L, 22L, 22L, 22L, 22L, 22L, 22L, 22L, 23L, 23L, 23L, 23L, 23L, 23L, 23L, 23L, 24L, 24L, 24L, 24L, 24L, 24L, 24L, 24L, 25L, 25L, 25L, 25L, 25L, 25L, 25L, 25L, 26L, 26L, 26L, 26L, 26L, 26L, 26L, 26L, 27L, 27L, 27L, 27L, 27L, 27L, 27L, 27L, 28L, 28L, 28L, 28L, 28L, 28L, 28L, 28L, 29L, 29L, 29L, 29L, 29L, 29L, 29L, 29L, 30L, 30L, 30L, 30L, 30L, 30L, 30L, 30L, 31L, 31L, 31L, 31L, 31L, 31L, 31L, 31L, 32L, 32L, 32L, 32L, 32L, 32L, 32L, 32L, 33L, 33L, 33L, 33L, 33L, 33L, 33L, 33L, 34L, 34L, 34L, 34L, 34L, 34L, 34L, 34L, 35L, 35L, 35L, 35L, 35L, 35L, 35L, 35L, 36L, 36L, 36L, 36L, 36L, 36L, 36L, 36L), method = structure(c(1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L, 1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L, 1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L, 1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L, 1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L, 1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L, 1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L, 1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L, 1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L, 1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L, 1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L, 1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L, 1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L, 1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L, 1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L, 1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L, 1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L, 1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L, 1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L, 1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L, 1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L, 1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L, 1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L, 1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L, 1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L, 1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L, 1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L, 1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L, 1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L, 1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L, 1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L, 1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L, 1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L, 1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L, 1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L, 1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L), .Label = c("emp", "normal", "loess", "boot", "spline", "spline_20", "kernel", "gam" ), class = "factor"), n = c(30, 30, 30, 30, 30, 30, 30, 30, 50, 50, 50, 50, 50, 50, 50, 50, 75, 75, 75, 75, 75, 75, 75, 75, 100, 100, 100, 100, 100, 100, 100, 100, 150, 150, 150, 150, 150, 150, 150, 150, 250, 250, 250, 250, 250, 250, 250, 250, 500, 500, 500, 500, 500, 500, 500, 500, 750, 750, 750, 750, 750, 750, 750, 750, 1000, 1000, 1000, 1000, 1000, 1000, 1000, 1000, 30, 30, 30, 30, 30, 30, 30, 30, 50, 50, 50, 50, 50, 50, 50, 50, 75, 75, 75, 75, 75, 75, 75, 75, 100, 100, 100, 100, 100, 100, 100, 100, 150, 150, 150, 150, 150, 150, 150, 150, 250, 250, 250, 250, 250, 250, 250, 250, 500, 500, 500, 500, 500, 500, 500, 500, 750, 750, 750, 750, 750, 750, 750, 750, 1000, 1000, 1000, 1000, 1000, 1000, 1000, 1000, 30, 30, 30, 30, 30, 30, 30, 30, 50, 50, 50, 50, 50, 50, 50, 50, 75, 75, 75, 75, 75, 75, 75, 75, 100, 100, 100, 100, 100, 100, 100, 100, 150, 150, 150, 150, 150, 150, 150, 150, 250, 250, 250, 250, 250, 250, 250, 250, 500, 500, 500, 500, 500, 500, 500, 500, 750, 750, 750, 750, 750, 750, 750, 750, 1000, 1000, 1000, 1000, 1000, 1000, 1000, 1000, 30, 30, 30, 30, 30, 30, 30, 30, 50, 50, 50, 50, 50, 50, 50, 50, 75, 75, 75, 75, 75, 75, 75, 75, 100, 100, 100, 100, 100, 100, 100, 100, 150, 150, 150, 150, 150, 150, 150, 150, 250, 250, 250, 250, 250, 250, 250, 250, 500, 500, 500, 500, 500, 500, 500, 500, 750, 750, 750, 750, 750, 750, 750, 750, 1000, 1000, 1000, 1000, 1000, 1000, 1000, 1000), mean_err = c(0.532157164015659, 0.0344907054484091, 1.09430750651166, 0.847845162156675, 1.72337372126503, 0.893756658507988, 0.0430309247027736, 0.785821459035346, 0.368063404388512, 0.0256197760404459, 0.54480529648463, 0.54385597929651, 0.657325657699579, 0.578611116865437, 0.0400491342691897, 0.515688005217413, 0.256713912589642, 0.0444582875885996, 0.326975493112402, 0.371128780921122, 0.473515115741104, 0.389519558405289, 0.105044360789378, 0.301924717299333, 0.207750921776918, -0.00318128936770314, 0.215170156089776, 0.27218780048926, 0.260519564021842, 0.236792923882582, 0.0209319074923902, 0.232957055204834, 0.0726605917614469, -0.00282823355849125, 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0.0572435100638761, 0.0253269328104989, 0.0235663211070417, 0.00220241478536399, 0.0307132312422208), youden = c(0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.2, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.4, 0.6, 0.6, 0.6, 0.6, 0.6, 0.6, 0.6, 0.6, 0.6, 0.6, 0.6, 0.6, 0.6, 0.6, 0.6, 0.6, 0.6, 0.6, 0.6, 0.6, 0.6, 0.6, 0.6, 0.6, 0.6, 0.6, 0.6, 0.6, 0.6, 0.6, 0.6, 0.6, 0.6, 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200:207, 208:215, 216:223, 224:231, 232:239, 240:247, 248:255, 256:263, 264:271, 272:279, 280:287), group_sizes = c(8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L, 8L), biggest_group_size = 8L, class = c("grouped_df", "tbl_df", "tbl", "data.frame")) ## ---- echo = FALSE------------------------------------------------------- ggplot(plotdat_nomidpoints %>% filter(!(method %in% c("spline_20"))), aes(x = n, y = mean_err, color = method, shape = method)) + geom_line() + geom_point() + facet_wrap(~ youden, scales = "fixed") + scale_shape_manual(values = 1:nlevels(plotdat_nomidpoints$method)) + scale_x_log10(breaks = c(30, 50, 75, 100, 150, 250, 500, 750, 1000)) + ggtitle("Bias of all methods when use_midpoints = FALSE", "normally distributed data, 10000 repetitions of simulation") ## ------------------------------------------------------------------------ opt_cut <- cutpointr(suicide, dsi, suicide, metric = sum_sens_spec, tol_metric = 0.05) opt_cut %>% select(optimal_cutpoint, sum_sens_spec) %>% unnest ## ------------------------------------------------------------------------ set.seed(100) opt_cut_manual <- cutpointr(suicide, dsi, suicide, method = oc_manual, cutpoint = mean(suicide$dsi), boot_runs = 30) set.seed(100) opt_cut_mean <- cutpointr(suicide, dsi, suicide, method = oc_mean, boot_runs = 30) ## ------------------------------------------------------------------------ set.seed(12) opt_cut <- cutpointr(suicide, log(dsi + 1), suicide == "yes", subgroup = dsi %% 2 == 0, boot_runs = 30) opt_cut predict(opt_cut, newdata = data.frame(dsi = 0:5)) ## ------------------------------------------------------------------------ dat <- iris %>% dplyr::filter(Species %in% c("setosa", "virginica")) purrr::map_df(colnames(dat)[1:4], function(coln) { cutpointr_(dat, x = coln, class = "Species", pos_class = "setosa", use_midpoints = T) %>% mutate(variable = coln) }) %>% dplyr::select(variable, direction, optimal_cutpoint, AUC) ## ------------------------------------------------------------------------ multi_cutpointr(dat, class = "Species", pos_class = "setosa", use_midpoints = TRUE, silent = TRUE) %>% dplyr::select(variable, direction, optimal_cutpoint, AUC) ## ------------------------------------------------------------------------ # Extracting the bootstrap results set.seed(123) opt_cut <- cutpointr(suicide, dsi, suicide, boot_runs = 20) # Using base R to summarise the result of the first bootstrap summary(opt_cut$boot[[1]]$optimal_cutpoint) # Using dplyr opt_cut %>% select(boot) %>% unnest %>% select(optimal_cutpoint) %>% summary ## ------------------------------------------------------------------------ set.seed(123) opt_cut <- cutpointr(suicide, dsi, suicide, gender, boot_runs = 20) opt_cut %>% select(subgroup, boot) %>% unnest %>% group_by(subgroup) %>% summarise(mean_oc = mean(optimal_cutpoint), mean_accuracy = mean(acc_oob)) opt_cut %>% select(subgroup, boot) %>% mutate(summary_b = map(boot, function(x) { data.frame(min = min(x$optimal_cutpoint), mean = mean(x$optimal_cutpoint), max = max(x$optimal_cutpoint)) })) %>% select(-boot) %>% unnest ## ---- eval = FALSE------------------------------------------------------- # mean_cut <- function(data, x, ...) { # oc <- mean(data[[x]]) # return(data.frame(optimal_cutpoint = oc)) # } ## ------------------------------------------------------------------------ misclassification_cost ## ---- fig.width=4, fig.height=3------------------------------------------ set.seed(102) opt_cut <- cutpointr(suicide, dsi, suicide, gender, boot_runs = 50, silent = F, tol_metric = 0.05, metric = accuracy) opt_cut <- cutpointr(suicide, dsi, suicide, gender, method = minimize_metric, metric = abs_d_sens_spec, boot_runs = 50, silent = TRUE) opt_cut plot_cut_boot(opt_cut) plot_metric(opt_cut, conf_lvl = 0.9) plot_metric_boot(opt_cut) plot_precision_recall(opt_cut) plot_sensitivity_specificity(opt_cut) plot_roc(opt_cut) ## ---- fig.width=4, fig.height=3------------------------------------------ p <- plot_x(opt_cut) p + ggtitle("Distribution of dsi") + theme_minimal() + xlab("Depression score") ## ---- fig.width=4, fig.height=3------------------------------------------ set.seed(500) oc <- cutpointr(suicide, dsi, suicide, boot_runs = 20, metric = sum_ppv_npv) # metric irrelevant for plot_cutpointr plot_cutpointr(oc, xvar = cutpoints, yvar = sum_sens_spec, conf_lvl = 0.9) plot_cutpointr(oc, xvar = fpr, yvar = tpr, aspect_ratio = 1, conf_lvl = 0) plot_cutpointr(oc, xvar = cutpoint, yvar = tp, conf_lvl = 0.9) + geom_point() ## ---- fig.width=4, fig.height=3------------------------------------------ set.seed(123) # Some missing values expected opt_cut <- cutpointr(suicide, dsi, suicide, gender, boot_runs = 50) head(opt_cut$data) opt_cut %>% select(data, subgroup) %>% unnest %>% ggplot(aes(x = suicide, y = dsi)) + geom_boxplot(alpha = 0.3) + facet_grid(~subgroup) ## ---- eval = FALSE------------------------------------------------------- # # Return cutpoint that maximizes the sum of sensitivity and specificiy # # ROCR package # rocr_sensspec <- function(x, class) { # pred <- ROCR::prediction(x, class) # perf <- ROCR::performance(pred, "sens", "spec") # sens <- slot(perf, "y.values")[[1]] # spec <- slot(perf, "x.values")[[1]] # cut <- slot(perf, "alpha.values")[[1]] # cut[which.max(sens + spec)] # } # # # pROC package # proc_sensspec <- function(x, class, # levels = c("no", "yes"), algo = 2) { # r <- pROC::roc(class, x, algorithm = algo) # sens <- r$sensitivities # spec <- r$specificities # cut <- r$thresholds # cut[which.max(sens + spec)] # } ## ---- eval = FALSE, echo = FALSE----------------------------------------- # library(OptimalCutpoints) # library(ThresholdROC) # n <- 1000 # set.seed(123) # dat <- data.frame(x = rnorm(n), y = sample(c(0:1), size = n, replace = TRUE)) # x_pos <- dat$x[dat$y == 1] # x_neg <- dat$x[dat$y == 0] # bench_1000 <- microbenchmark::microbenchmark( # cutpointr(dat, x, y, pos_class = 1, neg_class = 0, # direction = ">=", metric = youden, break_ties = mean), # rocr_sensspec(dat$x, dat$y), # proc_sensspec(dat$x, dat$y, algo = 2), # optimal.cutpoints(X = "x", status = "y", tag.healthy = 0, methods = "Youden", # data = dat), # thres2(k1 = x_neg, k2 = x_pos, rho = 0.5, # method = "empirical", ci = FALSE) # ) # # n <- 10000 # set.seed(123) # dat <- data.frame(x = rnorm(n), y = sample(c(0:1), size = n, replace = TRUE)) # x_pos <- dat$x[dat$y == 1] # x_neg <- dat$x[dat$y == 0] # bench_10000 <- microbenchmark::microbenchmark( # cutpointr(dat, x, y, pos_class = 1, neg_class = 0, # direction = ">=", metric = youden, break_ties = mean), # rocr_sensspec(dat$x, dat$y), # optimal.cutpoints(X = "x", status = "y", tag.healthy = 0, methods = "Youden", # data = dat), # proc_sensspec(dat$x, dat$y, algo = 2), # thres2(k1 = x_neg, k2 = x_pos, rho = 0.5, # method = "empirical", ci = FALSE), # times = 20 # ) # # n <- 1e5 # set.seed(123) # dat <- data.frame(x = rnorm(n), y = sample(c(0:1), size = n, replace = TRUE)) # bench_1e5 <- microbenchmark::microbenchmark( # cutpointr(dat, x, y, pos_class = 1, neg_class = 0, # direction = ">=", metric = youden, break_ties = mean), # rocr_sensspec(dat$x, dat$y), # proc_sensspec(dat$x, dat$y, algo = 2), # times = 20 # ) # # n <- 1e6 # set.seed(123) # dat <- data.frame(x = rnorm(n), y = sample(c(0:1), size = n, replace = TRUE)) # bench_1e6 <- microbenchmark::microbenchmark( # cutpointr(dat, x, y, pos_class = 1, neg_class = 0, # direction = ">=", metric = youden, break_ties = mean), # rocr_sensspec(dat$x, dat$y), # times = 10 # ) # # n <- 1e7 # set.seed(123) # dat <- data.frame(x = rnorm(n), y = sample(c(0:1), size = n, replace = TRUE)) # bench_1e7 <- microbenchmark::microbenchmark( # cutpointr(dat, x, y, pos_class = 1, neg_class = 0, # direction = ">=", metric = youden, break_ties = mean), # rocr_sensspec(dat$x, dat$y), # times = 10, unit = "ms" # ) # # results <- rbind( # data.frame(time = summary(bench_1000)$median, # solution = summary(bench_1000)$expr, # n = 1000), # data.frame(time = summary(bench_10000)$median, # solution = summary(bench_10000)$expr, # n = 10000), # data.frame(time = summary(bench_1e5)$median, # solution = summary(bench_1e5)$expr, # n = 1e5), # data.frame(time = summary(bench_1e6)$median, # solution = summary(bench_1e6)$expr, # n = 1e6), # data.frame(time = summary(bench_1e7)$median, # solution = summary(bench_1e7)$expr, # n = 1e7) # ) # results$solution <- as.character(results$solution) # results$solution[grep(pattern = "cutpointr", x = results$solution)] <- "cutpointr" # results$solution[grep(pattern = "rocr", x = results$solution)] <- "ROCR" # results$solution[grep(pattern = "optimal", x = results$solution)] <- "OptimalCutpoints" # results$solution[grep(pattern = "proc", x = results$solution)] <- "pROC" # results$solution[grep(pattern = "thres", x = results$solution)] <- "ThresholdROC" ## ---- echo = FALSE------------------------------------------------------- # dput(results) results <- structure(list(time = c(25.0947145, 3.2099195, 8.8912175, 47.844527, 59.8605805, 29.0135295, 10.1589445, 5194.4737685, 83.2376275, 8252.99037, 85.9415705, 109.492256, 939.500229, 617.2541755, 1117.249976, 5906.549361, 13565.7166595), solution = c("cutpointr", "ROCR", "pROC", "OptimalCutpoints", "ThresholdROC", "cutpointr", "ROCR", "OptimalCutpoints", "pROC", "ThresholdROC", "cutpointr", "ROCR", "pROC", "cutpointr", "ROCR", "cutpointr", "ROCR"), n = c(1000, 1000, 1000, 1000, 1000, 10000, 10000, 10000, 10000, 10000, 1e+05, 1e+05, 1e+05, 1e+06, 1e+06, 1e+07, 1e+07)), .Names = c("time", "solution", "n"), row.names = c(NA, -17L), class = "data.frame") ## ---- echo = FALSE------------------------------------------------------- ggplot(results, aes(x = n, y = time, col = solution, shape = solution)) + geom_point(size = 3) + geom_line() + scale_y_log10(breaks = c(3, 5, 10, 25, 100, 250, 1000, 5000, 1e4, 15000)) + scale_x_log10(breaks = c(1000, 1e4, 1e5, 1e6, 1e7)) + ggtitle("Benchmark results", "n = 1000, 10000, 1e5, 1e6, 1e7") + ylab("Median time (milliseconds, log scale)") + xlab("n (log scale)") ## ---- echo = FALSE------------------------------------------------------- res_table <- tidyr::spread(results, solution, time) knitr::kable(res_table) ## ---- eval = FALSE------------------------------------------------------- # # ROCR package # rocr_roc <- function(x, class) { # pred <- ROCR::prediction(x, class) # return(NULL) # } # # # pROC package # proc_roc <- function(x, class, levels = c("no", "yes"), algo = 2) { # r <- pROC::roc(class, x, algorithm = algo) # return(NULL) # } ## ---- eval = FALSE, echo = FALSE----------------------------------------- # n <- 1000 # set.seed(123) # dat <- data.frame(x = rnorm(n), y = sample(c(0:1), size = n, replace = TRUE)) # bench_1000 <- microbenchmark::microbenchmark(unit = "ms", # cutpointr::roc(dat, "x", "y", pos_class = 1, neg_class = 0, # direction = ">="), # rocr_roc(dat$x, dat$y), # proc_roc(dat$x, dat$y, algo = 2) # ) # # n <- 10000 # set.seed(123) # dat <- data.frame(x = rnorm(n), y = sample(c(0:1), size = n, replace = TRUE)) # bench_10000 <- microbenchmark::microbenchmark(unit = "ms", # cutpointr::roc(dat, "x", "y", pos_class = 1, neg_class = 0, # direction = ">="), # rocr_roc(dat$x, dat$y), # proc_roc(dat$x, dat$y, algo = 2), # times = 50 # ) # # n <- 1e5 # set.seed(123) # dat <- data.frame(x = rnorm(n), y = sample(c(0:1), size = n, replace = TRUE)) # bench_1e5 <- microbenchmark::microbenchmark(unit = "ms", # cutpointr::roc(dat, "x", "y", pos_class = 1, neg_class = 0, # direction = ">="), # rocr_roc(dat$x, dat$y), # proc_roc(dat$x, dat$y, algo = 2), # times = 20 # ) # # n <- 1e6 # set.seed(123) # dat <- data.frame(x = rnorm(n), y = sample(c(0:1), size = n, replace = TRUE)) # bench_1e6 <- microbenchmark::microbenchmark(unit = "ms", # cutpointr::roc(dat, "x", "y", pos_class = 1, neg_class = 0, # direction = ">="), # rocr_roc(dat$x, dat$y), # times = 15 # ) # # n <- 1e7 # set.seed(123) # dat <- data.frame(x = rnorm(n), y = sample(c(0:1), size = n, replace = TRUE)) # bench_1e7 <- microbenchmark::microbenchmark( # cutpointr::roc(dat, "x", "y", pos_class = 1, neg_class = 0, # direction = ">="), # rocr_roc(dat$x, dat$y), # times = 10, unit = "ms" # ) # # results <- rbind( # data.frame(time = summary(bench_1000)$median, # solution = summary(bench_1000)$expr, # n = 1000), # data.frame(time = summary(bench_10000)$median, # solution = summary(bench_10000)$expr, # n = 10000), # data.frame(time = summary(bench_1e5)$median, # solution = summary(bench_1e5)$expr, # n = 1e5), # data.frame(time = summary(bench_1e6)$median, # solution = summary(bench_1e6)$expr, # n = 1e6), # data.frame(time = summary(bench_1e7)$median, # solution = summary(bench_1e7)$expr, # n = 1e7) # ) # results$solution <- as.character(results$solution) # results$solution[grep(pattern = "cutpointr", x = results$solution)] <- "cutpointr" # results$solution[grep(pattern = "rocr", x = results$solution)] <- "ROCR" # results$solution[grep(pattern = "proc", x = results$solution)] <- "pROC" ## ---- echo = FALSE------------------------------------------------------- # dput(results) results <- structure(list(time = c(1.3027925, 1.223025, 8.9053195, 2.8894935, 5.1902165, 81.582236, 28.598465, 59.418236, 968.2270865, 265.087399, 559.158593, 3218.96599, 6227.157674), solution = c("cutpointr", "ROCR", "pROC", "cutpointr", "ROCR", "pROC", "cutpointr", "ROCR", "pROC", "cutpointr", "ROCR", "cutpointr", "ROCR"), n = c(1000, 1000, 1000, 10000, 10000, 10000, 1e+05, 1e+05, 1e+05, 1e+06, 1e+06, 1e+07, 1e+07)), .Names = c("time", "solution", "n"), row.names = c(NA, -13L), class = "data.frame") ## ---- echo = FALSE------------------------------------------------------- ggplot(results, aes(x = n, y = time, col = solution, shape = solution)) + geom_point(size = 3) + geom_line() + scale_y_log10(breaks = c(1, 5, 10, 25, 100, 250, 1000, 5000, 1e4, 15000)) + scale_x_log10(breaks = c(1000, 1e4, 1e5, 1e6, 1e7)) + ggtitle("Benchmark results", "n = 1000, 10000, 1e5, 1e6, 1e7") + ylab("Median time (milliseconds, log scale)") + xlab("n (log scale)") ## ---- echo = FALSE------------------------------------------------------- res_table <- tidyr::spread(results, solution, time) knitr::kable(res_table)