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Unformatted text preview: istic Reg r ession, Pr ediction and ROC #
# 1Mdl 1088 741-0
# 2Mdl 2077 107-6
Another library ROCR can also generate ROC curves for you.
pe < peito(rbgm.usml,cei.etY
rd - rdcinpo.l1otape rdtts$)
pr < promnepe,"p" "p"
ef - efrac(rd tr, fr)
po(ef clrz =TU)
RE https://blackboar d.uc.edu/bbcswebdav/pid- 9566224- dt- content- r id- 55868231_2/cour ses/14SS_BANA7046002/notes%284%29.html 9/15 2/17/2014 Log istic Reg r ession, Pr ediction and ROC Cross v alidation and cost function
Refer to lecture slides and Elements of Statistical Learning book (section 7.10) for more
advice on cross validation. You should read the cv.glm help to understand how it works. First
we define the cut-off probability and the define the cost function. cost1 is a symmetric cost
function, i.e. getting 1 wrong cost the same as getting 0 wrong. cost2 is asymmetric cost
function (we are...
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This document was uploaded on 03/18/2014.
- Spring '14