Package 'cgAUC' reference manual

Title:	Calculate AUC-type measure when gold standard is continuous and the corresponding optimal linear combination of variables with respect to it.
Description:	The cgAUC can calculate the AUC-type measure of Obuchowski(2006) when gold standard is continuous, and find the optimal linear combination of variables with respect to this measure.
Authors:	Yuan-chin I. Chang, Yu-chia Chang, and Ling-wan Chen
Maintainer:	Yu-chia Chang <[email protected]>
License:	GPL (>= 2)
Version:	1.2.1
Built:	2024-11-22 03:35:29 UTC
Source:	https://github.com/cran/cgAUC

Calculate AUC when gold standard is continuous with large variables.

Description

In this package, the cgAUC is used to calculate the AUC-type measure raised in Obuchowski(2006) when gold standard is continuous.

Details

Package:	cgAUC
Type:	Package
Version:	1.2.1
Date:	2014-08-24
License:	GPL (>=2)

Author(s)

Yuan-chin I. Chang, Yu-chia Chang, and Ling-wan Chen

Maintainer: Yu-chia Chang <[email protected]>

References

Chang, YCI. Maximizing an ROC type measure via linear combination of markers when the gold reference is continuous. Statistics in Medicine 2012.
Obuchowski NA. An ROC-type measure of diagnostic accuracy when the gold standard is continuous-scale. Statistics in Medicine 2006; 25:481–493.
Obuchowski N. Estimating and comparing diagnostic tests accuracy when the gold standard is not binary. Statistics in Medicine 2005; 20:3261–3278.
Friedman JH, Popescu BE. Gradient directed regularization for linear regression and classification. Technical Report, Department of Statistics, Stanford University, 2004.

Examples

# n = 100; p = 5;
# r.x = matrix(rnorm(n * p), , p) # raw data
# r.z = r.x[ ,1] + rnorm(n) # gold standard
# x = scale(r.x) # standardized of raw data
# z = scale(r.z) # standardized of gold standard
# h = n^(-1 / 2)
# t1 = cgAUC(r.x, r.z, h, delta = 1, auto = FALSE, tau = 1, scale = 1) # the delta be constant
# t1
# t2 = cgAUC(r.x, r.z, h, delta = 1, auto = TRUE, tau = 1, scale = 1) # the delta be variable
# t2
# n = 100; p = 5;
# r.x = matrix(rnorm(n * p), , p) # raw data
# r.z = r.x[ ,1] + rnorm(n) # gold standard
# x = scale(r.x) # standardized of raw data
# z = scale(r.z) # standardized of gold standard
# h = n^(-1 / 2)
# t1 = cgAUC(r.x, r.z, h, delta = 1, auto = FALSE, tau = 1, scale = 1) # the delta be constant
# t1
# t2 = cgAUC(r.x, r.z, h, delta = 1, auto = TRUE, tau = 1, scale = 1) # the delta be variable
# t2

c_cntin

Description

Continue function, when variable was continue.

Usage

c_cntin(y, z, l, h)
c_cntin(y, z, l, h)

Arguments

`y`	The potential variables. It is a matrix with column of values of a variables. It should be standardized in this application.
`z`	The gold standard variable. It should be standardized.
`l`	Linear combination. A vector.
`h`	The value of h falls into (n^(-1/2), n^(-1/5)).

Value

`theta.sh.h.p`	The estimate of the theta of Chang(2012).
`var`	The variance of estimate of the theta of Chang(2012).

Author(s)

Yu-chia Chang

References

Examples

##---- Should be DIRECTLY executable !! ----
##-- ==>  Define data, use random,
##--	or do  help(data=index)  for the standard data sets.

## The function is currently defined as
function(y, z, l, h) {
    .Call('cgAUC_c_cntin', PACKAGE = 'cgAUC', y, z, l, h)
}
##---- Should be DIRECTLY executable !! ----
##-- ==>  Define data, use random,
##--	or do  help(data=index)  for the standard data sets.

## The function is currently defined as
function(y, z, l, h) {
    .Call('cgAUC_c_cntin', PACKAGE = 'cgAUC', y, z, l, h)
}

c_d_theta_sh_h_p

Description

Compute the c_d_theta_sh_h_p.

Usage

c_d_theta_sh_h_p(y, z, l, h)
c_d_theta_sh_h_p(y, z, l, h)

Arguments

`y`	The potential variables. It is a matrix with column of values of a variables. It should be standardized in this application.
`z`	The gold standard variable. It should be standardized.
`l`	Linear combination. A vector.
`h`	The value of h falls into (n^(-1/2), n^(-1/5)).

Details

Compute the c_d_theta_sh_h_p Come from differential.

Value

d.theta.sh.h.p

Theta after differential.

Author(s)

Yu-chia Chang

References

Examples

##---- Should be DIRECTLY executable !! ----
##-- ==>  Define data, use random,
##--	or do  help(data=index)  for the standard data sets.

## The function is currently defined as
function(y, z, l, h) {
    .Call('cgAUC_c_d_theta_sh_h_p', PACKAGE = 'cgAUC', y, z, l, h)
}
##---- Should be DIRECTLY executable !! ----
##-- ==>  Define data, use random,
##--	or do  help(data=index)  for the standard data sets.

## The function is currently defined as
function(y, z, l, h) {
    .Call('cgAUC_c_d_theta_sh_h_p', PACKAGE = 'cgAUC', y, z, l, h)
}

c_dscrt

Description

discrete function, when variable is discrete.

Usage

c_dscrt(y, z, l)
c_dscrt(y, z, l)

Arguments

`y`	The potential variables. It is a matrix with column of values of a variables. It should be standardized in this application.
`z`	The gold standard variable. It should be standardized.
`l`	Linear combination. A vector.

Details

Discrete function, when variable is discrete.

Value

`theta.h.p`	The estimate of theta when variable is discrete.
`var`	The variance of estimate of theta.

Author(s)

Yu-chia Chang

References

Examples

##---- Should be DIRECTLY executable !! ----
##-- ==>  Define data, use random,
##--	or do  help(data=index)  for the standard data sets.

## The function is currently defined as
function(y, z, l) {
    .Call('cgAUC_c_dscrt', PACKAGE = 'cgAUC', y, z, l)
}
##---- Should be DIRECTLY executable !! ----
##-- ==>  Define data, use random,
##--	or do  help(data=index)  for the standard data sets.

## The function is currently defined as
function(y, z, l) {
    .Call('cgAUC_c_dscrt', PACKAGE = 'cgAUC', y, z, l)
}

c_s_h

Description

Smooth function.

Usage

c_s_h(t, h)
c_s_h(t, h)

Arguments

`t`	A value, the difference between any two subjects.
`h`	The value of h falls into (n^(-1/2), n^(-1/5)).

Details

Smooth function.

Value

s_h

The value of smooth function.

Author(s)

Yu-chia Chang

References

Examples

##---- Should be DIRECTLY executable !! ----
##-- ==>  Define data, use random,
##--	or do  help(data=index)  for the standard data sets.

## The function is currently defined as
function(t, h) {
    .Call('cgAUC_c_s_h', PACKAGE = 'cgAUC', t, h)
}
##---- Should be DIRECTLY executable !! ----
##-- ==>  Define data, use random,
##--	or do  help(data=index)  for the standard data sets.

## The function is currently defined as
function(t, h) {
    .Call('cgAUC_c_s_h', PACKAGE = 'cgAUC', t, h)
}

Calculate AUC when gold standard is continuous with large variables.

Description

The cgAUC can calculate the AUC-type measure of Obuchowski(2006) when gold standard is continuous, and find the optimal linear combination of variables with respect to this measure.

Usage

cgAUC(x, z, h, delta = 1, auto = FALSE, tau = 1, scale = 1)
cgAUC(x, z, h, delta = 1, auto = FALSE, tau = 1, scale = 1)

Arguments

`x`	The potential variables. It is a matrix with column of values of a variables. It should be standardized in this application.
`z`	The gold standard variable. It should be standardized.
`h`	The parameter controls the window width of smoothing function.
`delta`	The parameter be used in TGDM. The default value is one.
`auto`	Find the optimal delta in TGDN using cross-validation. If the auto is TRUE. The default is FALSE.
`tau`	The parameter used in TGDM. The default value is one.
`scale`	Scaling data when scale = 1, no scaling data when scale = 0. The default value is 1.

Details

In this package, we use the TGDM to find the optimal linear combination of variables in order to maximize the AUC-type measure. Before using this function, all of variables, including gold standard variable, should be standardized first. Below are parameters used in the algorithm:

Value

`Rev`	When Rev = 0 means l * 1; otherwise, l * -1.
`l`	The estimate of coefficients for the optimal linear combination of variables.
`theta.sh.h.p`	The estimate of the theta of Chang(2012) for the optimal linear combination of variables.
`theta.sh.h.p.var`	The estimate of variance for the theta of Chang(2012).
`cntin.ri`	The estimate of the theta of Chang(2012) for each single vaiable.
`theta.h.p`	The estimate of the theta of Obuchowski(2006) for the optimal linear combination of variables.
`theta.h.p.var`	The estimate of variance for the theta of Obuchowski(2006).
`dscrt.ri`	The estimate of the theta of Obuchowski(2006) for each single vaiable.
`delta`	The value of delta.

Author(s)

Yu-chia Chang

References

Examples

##---- Should be DIRECTLY executable !! ----
##-- ==>  Define data, use random,
##--	or do  help(data=index)  for the standard data sets.

# n = 100; p = 5;
# r.x = matrix(rnorm(n * p), , p) # raw data
# r.z = r.x[ ,1] + rnorm(n) # gold standard
# x = scale(r.x) # standardized of raw data
# z = scale(r.z) # standardized of gold standard
# h = n^(-1 / 2)
# t1 = cgAUC(r.x, r.z, h, delta = 1, auto = FALSE, tau = 1, scale = 1) # the delta be constant
# t1
# t2 = cgAUC(r.x, r.z, h, delta = 1, auto = TRUE, tau = 1, scale = 1) # the delta be variable
# t2

## The function is currently defined as
function (x, z, h, delta = 1, auto = FALSE, tau = 1)
{
	x = scale(x)
	z = scale(z)
	conv = FALSE
	n = dim(x)[1]
	p = dim(x)[2]
	cntin.ri = dscrt.ri = rep(0, p)
	id = diag(p)
	for (i in 1:p) {
		dscrt.ri[i] = dscrt(x, z, id[i, ])$theta.h.p
		cntin.ri[i] = cntin(x, z, id[i, ], h)$theta.sh.h.p
	}
	beta.i = ifelse(cntin.ri > 0.5, 1, -1)
	dscrt.ri = ifelse(dscrt.ri > 0.5, dscrt.ri, (1 - dscrt.ri))
	cntin.ri = ifelse(cntin.ri > 0.5, cntin.ri, (1 - cntin.ri))
	y = x * matrix(beta.i, n, p, byrow = TRUE)
	max.x = which(cntin.ri == max(cntin.ri))
	theta.sh.h.p = 0
	l = id[max.x, ]
	while (conv == FALSE) {
		d.l = d.theta.sh.h.p(y, z, l, h)
		max.d.l = max(d.l)
		ind.d.l = ifelse(d.l >= (tau * max.d.l), 1, 0) * d.l
		if (auto == TRUE) {
			delta = optimal.delta(y, z, l, h, ind.d.l)
		}
		l = l + delta * ind.d.l
		l = l/max(l)
		theta.temp = cntin(y, z, l, h)$theta.sh.h.p
		ifelse(abs(theta.temp - theta.sh.h.p) < 1e-04, conv <- TRUE, conv <- FALSE)
		theta.sh.h.p = theta.temp
	}
	optimal.dscrt = dscrt(y, z, l)
	theta.sh.h.p.var = cntin(y, z, l, h)$var
	l = l * beta.i
	return(list(l = l, theta.sh.h.p = theta.sh.h.p, theta.sh.h.p.var = theta.sh.h.p.var,
				cntin.ri = cntin.ri, theta.h.p = optimal.dscrt$theta.h.p,
				theta.h.p.var = optimal.dscrt$var, dscrt.ri = dscrt.ri,
				delta = delta))
}
## The function is currently defined as
function (x, z, h, delta = 1, auto = FALSE, tau = 1) 
{
    x = scale(x)
    z = scale(z)
    conv = FALSE
    n = dim(x)[1]
    p = dim(x)[2]
    cntin.ri = dscrt.ri = rep(0, p)
    id = diag(p)
    for (i in 1:p) {
        dscrt.ri[i] = dscrt(x, z, id[i, ])$theta.h.p
        cntin.ri[i] = cntin(x, z, id[i, ], h)$theta.sh.h.p
    }
    beta.i = ifelse(cntin.ri > 0.5, 1, -1)
    dscrt.ri = ifelse(dscrt.ri > 0.5, dscrt.ri, (1 - dscrt.ri))
    cntin.ri = ifelse(cntin.ri > 0.5, cntin.ri, (1 - cntin.ri))
    y = x * matrix(beta.i, n, p, byrow = TRUE)
    max.x = which(cntin.ri == max(cntin.ri))
    theta.sh.h.p = 0
    l = id[max.x, ]
    while (conv == FALSE) {
        d.l = d.theta.sh.h.p(y, z, l, h)
        max.d.l = max(d.l)
        ind.d.l = ifelse(d.l >= (tau * max.d.l), 1, 0) * d.l
        if (auto == TRUE) {
            delta = optimal.delta(y, z, l, h, ind.d.l)
        }
        l = l + delta * ind.d.l
        l = l/max(l)
        theta.temp = cntin(y, z, l, h)$theta.sh.h.p
        ifelse(abs(theta.temp - theta.sh.h.p) < 1e-04, conv <- TRUE, 
            conv <- FALSE)
        theta.sh.h.p = theta.temp
    }
    optimal.dscrt = dscrt(y, z, l)
    theta.sh.h.p.var = cntin(y, z, l, h)$var
    l = l * beta.i
    return(list(l = l, theta.sh.h.p = theta.sh.h.p, theta.sh.h.p.var = theta.sh.h.p.var, 
        cntin.ri = cntin.ri, theta.h.p = optimal.dscrt$theta.h.p, 
        theta.h.p.var = optimal.dscrt$var, dscrt.ri = dscrt.ri, 
        delta = delta))
  }
##---- Should be DIRECTLY executable !! ----
##-- ==>  Define data, use random,
##--	or do  help(data=index)  for the standard data sets.

# n = 100; p = 5;
# r.x = matrix(rnorm(n * p), , p) # raw data
# r.z = r.x[ ,1] + rnorm(n) # gold standard
# x = scale(r.x) # standardized of raw data
# z = scale(r.z) # standardized of gold standard
# h = n^(-1 / 2)
# t1 = cgAUC(r.x, r.z, h, delta = 1, auto = FALSE, tau = 1, scale = 1) # the delta be constant
# t1
# t2 = cgAUC(r.x, r.z, h, delta = 1, auto = TRUE, tau = 1, scale = 1) # the delta be variable
# t2

## The function is currently defined as
function (x, z, h, delta = 1, auto = FALSE, tau = 1)
{
	x = scale(x)
	z = scale(z)
	conv = FALSE
	n = dim(x)[1]
	p = dim(x)[2]
	cntin.ri = dscrt.ri = rep(0, p)
	id = diag(p)
	for (i in 1:p) {
		dscrt.ri[i] = dscrt(x, z, id[i, ])$theta.h.p
		cntin.ri[i] = cntin(x, z, id[i, ], h)$theta.sh.h.p
	}
	beta.i = ifelse(cntin.ri > 0.5, 1, -1)
	dscrt.ri = ifelse(dscrt.ri > 0.5, dscrt.ri, (1 - dscrt.ri))
	cntin.ri = ifelse(cntin.ri > 0.5, cntin.ri, (1 - cntin.ri))
	y = x * matrix(beta.i, n, p, byrow = TRUE)
	max.x = which(cntin.ri == max(cntin.ri))
	theta.sh.h.p = 0
	l = id[max.x, ]
	while (conv == FALSE) {
		d.l = d.theta.sh.h.p(y, z, l, h)
		max.d.l = max(d.l)
		ind.d.l = ifelse(d.l >= (tau * max.d.l), 1, 0) * d.l
		if (auto == TRUE) {
			delta = optimal.delta(y, z, l, h, ind.d.l)
		}
		l = l + delta * ind.d.l
		l = l/max(l)
		theta.temp = cntin(y, z, l, h)$theta.sh.h.p
		ifelse(abs(theta.temp - theta.sh.h.p) < 1e-04, conv <- TRUE, conv <- FALSE)
		theta.sh.h.p = theta.temp
	}
	optimal.dscrt = dscrt(y, z, l)
	theta.sh.h.p.var = cntin(y, z, l, h)$var
	l = l * beta.i
	return(list(l = l, theta.sh.h.p = theta.sh.h.p, theta.sh.h.p.var = theta.sh.h.p.var,
				cntin.ri = cntin.ri, theta.h.p = optimal.dscrt$theta.h.p,
				theta.h.p.var = optimal.dscrt$var, dscrt.ri = dscrt.ri,
				delta = delta))
}
## The function is currently defined as
function (x, z, h, delta = 1, auto = FALSE, tau = 1) 
{
    x = scale(x)
    z = scale(z)
    conv = FALSE
    n = dim(x)[1]
    p = dim(x)[2]
    cntin.ri = dscrt.ri = rep(0, p)
    id = diag(p)
    for (i in 1:p) {
        dscrt.ri[i] = dscrt(x, z, id[i, ])$theta.h.p
        cntin.ri[i] = cntin(x, z, id[i, ], h)$theta.sh.h.p
    }
    beta.i = ifelse(cntin.ri > 0.5, 1, -1)
    dscrt.ri = ifelse(dscrt.ri > 0.5, dscrt.ri, (1 - dscrt.ri))
    cntin.ri = ifelse(cntin.ri > 0.5, cntin.ri, (1 - cntin.ri))
    y = x * matrix(beta.i, n, p, byrow = TRUE)
    max.x = which(cntin.ri == max(cntin.ri))
    theta.sh.h.p = 0
    l = id[max.x, ]
    while (conv == FALSE) {
        d.l = d.theta.sh.h.p(y, z, l, h)
        max.d.l = max(d.l)
        ind.d.l = ifelse(d.l >= (tau * max.d.l), 1, 0) * d.l
        if (auto == TRUE) {
            delta = optimal.delta(y, z, l, h, ind.d.l)
        }
        l = l + delta * ind.d.l
        l = l/max(l)
        theta.temp = cntin(y, z, l, h)$theta.sh.h.p
        ifelse(abs(theta.temp - theta.sh.h.p) < 1e-04, conv <- TRUE, 
            conv <- FALSE)
        theta.sh.h.p = theta.temp
    }
    optimal.dscrt = dscrt(y, z, l)
    theta.sh.h.p.var = cntin(y, z, l, h)$var
    l = l * beta.i
    return(list(l = l, theta.sh.h.p = theta.sh.h.p, theta.sh.h.p.var = theta.sh.h.p.var, 
        cntin.ri = cntin.ri, theta.h.p = optimal.dscrt$theta.h.p, 
        theta.h.p.var = optimal.dscrt$var, dscrt.ri = dscrt.ri, 
        delta = delta))
  }

optimal.delta

Description

Find the optimal delta.

Usage

optimal.delta(y, z, l, h, ind.d.l)
optimal.delta(y, z, l, h, ind.d.l)

Arguments

`y`	The potential variables. It is a matrix with column of values of a variables. It should be standardized in this application.
`z`	The gold standard variable. It should be standardized.
`l`	Linear combination. A vector.
`h`	The value of h falls into (n^(-1/2), n^(-1/5)).
`ind.d.l`	Void

Value

delta.star

Optimal delta.

Author(s)

Yu-chia Chang

References

Examples

##---- Should be DIRECTLY executable !! ----
##-- ==>  Define data, use random,
##--	or do  help(data=index)  for the standard data sets.

## The function is currently defined as
function (y, z, l, h, ind.d.l) 
{
    l.i = matrix(rep(l, times = 50), nrow = 50, byrow = TRUE)
    delta = seq(0, 5, length = 50)
    m = delta %*% t(ind.d.l)
    l.i = l.i + m
    l.i.max = apply(l.i, 1, max)
    l.i = l.i/l.i.max
    theta = rep(0, 50)
    for (i in 2:50) {
        theta[i] = cntin(y, z, l.i[i, ], h)$theta.sh.h.p
    }
    delta.star = delta[which(theta == max(theta))]
    return(delta.star)
  }
##---- Should be DIRECTLY executable !! ----
##-- ==>  Define data, use random,
##--	or do  help(data=index)  for the standard data sets.

## The function is currently defined as
function (y, z, l, h, ind.d.l) 
{
    l.i = matrix(rep(l, times = 50), nrow = 50, byrow = TRUE)
    delta = seq(0, 5, length = 50)
    m = delta %*% t(ind.d.l)
    l.i = l.i + m
    l.i.max = apply(l.i, 1, max)
    l.i = l.i/l.i.max
    theta = rep(0, 50)
    for (i in 2:50) {
        theta[i] = cntin(y, z, l.i[i, ], h)$theta.sh.h.p
    }
    delta.star = delta[which(theta == max(theta))]
    return(delta.star)
  }

Package 'cgAUC'

Help Index

Calculate AUC when gold standard is continuous with large variables.

Description

Details

Author(s)

References

Examples

c_cntin

Description

Usage

Arguments

Value

Author(s)

References

Examples

c_d_theta_sh_h_p

Description

Usage

Arguments

Details

Value

Author(s)

References

Examples

c_dscrt

Description

Usage

Arguments

Details

Value

Author(s)

References

Examples

c_s_h

Description

Usage

Arguments

Details

Value

Author(s)

References

Examples

Calculate AUC when gold standard is continuous with large variables.

Description

Usage

Arguments

Details

Value

Author(s)

References

Examples

optimal.delta

Description

Usage

Arguments

Value

Author(s)

References

Examples