hanleymcneilcomparator.cpp

The ROSETTA C++ library is a collection of C++ classes and routines that enable discernibility-based

//-------------------------------------------------------------------
// Author........: Aleksander 豩rn
// Date..........:
// Description...: Implements the statistical hypothesis testing
//                 described in:
//
//                 @ARTICLE{hanley:roc83,
//                   author = "James A. Hanley and Barbara J. McNeil",
//                   title = "A Method of Comparing the Areas under Receiver Operating
//                            Characteristic Curves Derived from the Same Cases",
//                   journal = "Radiology",
//                   year = 1983,
//                   volume = 148,
//                   month = sep,
//                   pages = "839--843",
//                 }
//
// Revisions.....:
//===================================================================

#include <stdafx.h> // Precompiled headers.
#include <copyright.h>

#include <kernel/utilities/hanleymcneilcomparator.h>
#include <kernel/utilities/mathkit.h>

#include <kernel/structures/roccurve.h>

//-------------------------------------------------------------------
// Static stuff (file scope):
//===================================================================

#if defined(_MSC_VER) // Microsoft Visual C++.
#pragma warning(disable:4305)
#endif

static float static_r_[][12] = {
// 0.700 0.725 0.750 0.775 0.800 0.825 0.850 0.875 0.900 0.925 0.950 0.975
	{0.02, 0.02, 0.02, 0.02, 0.02, 0.02, 0.02, 0.01, 0.01, 0.01, 0.01, 0.01}, // 0.02
	{0.04, 0.04, 0.03, 0.03, 0.03, 0.03, 0.03, 0.03, 0.03, 0.02, 0.02, 0.02}, // 0.04
	{0.05, 0.05, 0.05, 0.05, 0.05, 0.05, 0.05, 0.04, 0.04, 0.04, 0.03, 0.02}, // 0.06
	{0.07, 0.07, 0.07, 0.07, 0.07, 0.06, 0.06, 0.06, 0.06, 0.05, 0.04, 0.03}, // 0.08
	{0.09, 0.09, 0.09, 0.09, 0.08, 0.08, 0.08, 0.07, 0.07, 0.06, 0.06, 0.04}, // 0.10
	{0.11, 0.11, 0.11, 0.10, 0.10, 0.10, 0.09, 0.09, 0.08, 0.08, 0.07, 0.05}, // 0.12
	{0.13, 0.12, 0.12, 0.12, 0.12, 0.11, 0.11, 0.11, 0.10, 0.09, 0.08, 0.06}, // 0.14
	{0.14, 0.14, 0.14, 0.14, 0.13, 0.13, 0.13, 0.12, 0.11, 0.11, 0.09, 0.07}, // 0.16
	{0.16, 0.16, 0.16, 0.16, 0.15, 0.15, 0.14, 0.14, 0.13, 0.12, 0.11, 0.09}, // 0.18
	{0.18, 0.18, 0.18, 0.17, 0.17, 0.17, 0.16, 0.15, 0.15, 0.14, 0.12, 0.10}, // 0.20
	{0.20, 0.20, 0.19, 0.19, 0.19, 0.18, 0.18, 0.17, 0.16, 0.15, 0.14, 0.11}, // 0.22
	{0.22, 0.22, 0.21, 0.21, 0.21, 0.20, 0.19, 0.19, 0.18, 0.17, 0.15, 0.12}, // 0.24
	{0.24, 0.23, 0.23, 0.23, 0.22, 0.22, 0.21, 0.20, 0.19, 0.18, 0.16, 0.13}, // 0.26
	{0.26, 0.25, 0.25, 0.25, 0.24, 0.24, 0.23, 0.22, 0.21, 0.20, 0.18, 0.15}, // 0.28
	{0.27, 0.27, 0.27, 0.26, 0.26, 0.25, 0.25, 0.24, 0.23, 0.21, 0.19, 0.16}, // 0.30
	{0.29, 0.29, 0.29, 0.28, 0.28, 0.27, 0.26, 0.26, 0.24, 0.23, 0.21, 0.18}, // 0.32
	{0.31, 0.31, 0.31, 0.30, 0.30, 0.29, 0.28, 0.27, 0.26, 0.25, 0.23, 0.19}, // 0.34
	{0.33, 0.33, 0.32, 0.32, 0.31, 0.31, 0.30, 0.29, 0.28, 0.26, 0.24, 0.21}, // 0.36
	{0.35, 0.35, 0.34, 0.34, 0.33, 0.33, 0.32, 0.31, 0.30, 0.28, 0.26, 0.22}, // 0.38
	{0.37, 0.37, 0.36, 0.36, 0.35, 0.35, 0.34, 0.33, 0.32, 0.30, 0.28, 0.24}, // 0.40
	{0.39, 0.39, 0.38, 0.38, 0.37, 0.36, 0.36, 0.35, 0.33, 0.32, 0.29, 0.25}, // 0.42
	{0.41, 0.40, 0.40, 0.40, 0.39, 0.38, 0.38, 0.37, 0.35, 0.34, 0.31, 0.27}, // 0.44
	{0.43, 0.42, 0.42, 0.42, 0.41, 0.40, 0.39, 0.38, 0.37, 0.35, 0.33, 0.29}, // 0.46
	{0.45, 0.44, 0.44, 0.43, 0.43, 0.42, 0.41, 0.40, 0.39, 0.37, 0.35, 0.30}, // 0.48
	{0.47, 0.46, 0.46, 0.45, 0.45, 0.44, 0.43, 0.42, 0.41, 0.39, 0.37, 0.32}, // 0.50
	{0.49, 0.48, 0.48, 0.47, 0.47, 0.46, 0.45, 0.44, 0.43, 0.41, 0.39, 0.34}, // 0.52
	{0.51, 0.50, 0.50, 0.49, 0.49, 0.48, 0.47, 0.46, 0.45, 0.43, 0.41, 0.36}, // 0.54
	{0.53, 0.52, 0.52, 0.51, 0.51, 0.50, 0.49, 0.48, 0.47, 0.45, 0.43, 0.38}, // 0.56
	{0.55, 0.54, 0.54, 0.53, 0.53, 0.52, 0.51, 0.50, 0.49, 0.47, 0.45, 0.40}, // 0.58
	{0.57, 0.56, 0.56, 0.55, 0.55, 0.54, 0.53, 0.52, 0.51, 0.49, 0.47, 0.42}, // 0.60
	{0.59, 0.58, 0.58, 0.57, 0.57, 0.56, 0.55, 0.54, 0.53, 0.51, 0.49, 0.45}, // 0.62
	{0.61, 0.60, 0.60, 0.59, 0.59, 0.58, 0.58, 0.57, 0.55, 0.54, 0.51, 0.47}, // 0.64
	{0.63, 0.62, 0.62, 0.62, 0.61, 0.60, 0.60, 0.59, 0.57, 0.56, 0.53, 0.49}, // 0.66
	{0.65, 0.64, 0.64, 0.64, 0.63, 0.62, 0.62, 0.61, 0.60, 0.58, 0.56, 0.51}, // 0.68
	{0.67, 0.66, 0.66, 0.66, 0.65, 0.65, 0.64, 0.63, 0.62, 0.60, 0.58, 0.54}, // 0.70
	{0.69, 0.69, 0.68, 0.68, 0.67, 0.67, 0.66, 0.65, 0.64, 0.63, 0.60, 0.56}, // 0.72
	{0.71, 0.71, 0.70, 0.70, 0.69, 0.69, 0.68, 0.67, 0.66, 0.65, 0.63, 0.59}, // 0.74
	{0.73, 0.73, 0.72, 0.72, 0.72, 0.71, 0.71, 0.70, 0.69, 0.67, 0.65, 0.61}, // 0.76
	{0.75, 0.75, 0.75, 0.74, 0.74, 0.73, 0.73, 0.72, 0.71, 0.70, 0.68, 0.64}, // 0.78
	{0.77, 0.77, 0.77, 0.76, 0.76, 0.76, 0.75, 0.74, 0.73, 0.72, 0.70, 0.67}, // 0.80
	{0.79, 0.79, 0.79, 0.79, 0.78, 0.78, 0.77, 0.77, 0.76, 0.75, 0.73, 0.70}, // 0.82
	{0.82, 0.81, 0.81, 0.81, 0.81, 0.80, 0.80, 0.79, 0.78, 0.77, 0.76, 0.73}, // 0.84
	{0.84, 0.84, 0.83, 0.83, 0.83, 0.82, 0.82, 0.81, 0.81, 0.80, 0.78, 0.75}, // 0.86
	{0.86, 0.86, 0.86, 0.85, 0.85, 0.85, 0.84, 0.84, 0.83, 0.82, 0.81, 0.79}, // 0.88
	{0.88, 0.88, 0.88, 0.88, 0.87, 0.87, 0.87, 0.86, 0.86, 0.85, 0.84, 0.82}  // 0.90
};

#if defined(_MSC_VER) // Microsoft Visual C++.
#pragma warning(default:4305)
#endif

//-------------------------------------------------------------------
// Methods for class HanleyMcNeilComparator.
//===================================================================

//-------------------------------------------------------------------
// Constructors/destructors.
//===================================================================

//-------------------------------------------------------------------
// Method........: Constructors
// Author........: Aleksander 豩rn
// Date..........:
// Description...:
// Comments......:
// Revisions.....:
//===================================================================

HanleyMcNeilComparator::HanleyMcNeilComparator() {

	auc1_   = Undefined::Float();
	auc2_   = Undefined::Float();
	se1_    = Undefined::Float();
	se2_    = Undefined::Float();
	corr0s_ = Undefined::Float();
	corr1s_ = Undefined::Float();
	r_      = Undefined::Float();

}

HanleyMcNeilComparator::HanleyMcNeilComparator(const Vector(String) &filenames, const Vector(bool) &swap, Correlation correlation, bool cindex) : BinaryOutcomeComparator(filenames, swap) {

	auc1_   = Undefined::Float();
	auc2_   = Undefined::Float();
	se1_    = Undefined::Float();
	se2_    = Undefined::Float();
	corr0s_ = Undefined::Float();
	corr1s_ = Undefined::Float();
	r_      = Undefined::Float();

	bool error = false;

	// Check that things went OK further up.
	if (targets_.size() != 2 || outputs_.size() != 2) {
		Message::Error("The number of classifiers is not 2.");
		error = true;
	}
	else {
		if (targets_[0] != targets_[1]) {
			Message::Error("The actual outcomes for the two classifiers do not match up.");
			error = true;
		}
	}

	if (!error)
		Create(targets_[0], outputs_[0], outputs_[1], correlation, false, cindex);

}

//-------------------------------------------------------------------
// Method........: Destructor
// Author........: Aleksander 豩rn
// Date..........:
// Description...:
// Comments......:
// Revisions.....:
//===================================================================

HanleyMcNeilComparator::~HanleyMcNeilComparator() {
}

//-------------------------------------------------------------------
// Helper methods.
//===================================================================

//-------------------------------------------------------------------
// Method........: ComputeROCQuantities
// Author........: Aleksander 豩rn
// Date..........:
// Description...:
// Comments......:
// Revisions.....: A