Flexible column names and dependency issue

roc-auc/calculate_roc.R

@@ -1,15 +1,29 @@
-calculate_roc <- function(df, cost_of_fp, cost_of_fn, n=100) {
+#' Calculate ROC
+#' 
+#' @param df The data.frame containing the predictions and true values.
+#' @param pred_column The column name of df containing the predictions.
+#' @param target_column The column name of df containing the target.
+#' @param cost_of_fp The cost of false positives.
+#' @param cost_of_fn The cost of false negatives.
+#' @param n The number of points to compute on the ROC curve.
+#' 
+#' @return A data.frame containing the ROC curve at n points.
+#' 
+
+calculate_roc <- function(df, pred_column="pred", target_column="survived",
+                          cost_of_fp=1, cost_of_fn=1, n=100) {
   tpr <- function(df, threshold) {
-    sum(df$pred >= threshold & df$survived == 1) / sum(df$survived == 1)
+    sum(df[[pred_column]] >= threshold & df[[target_column]] == 1) /
+          sum(df[[target_column]] == 1)
   }
 
   fpr <- function(df, threshold) {
-    sum(df$pred >= threshold & df$survived == 0) / sum(df$survived == 0)
+    sum(df[[pred_column]] >= threshold & df[[target_column]] == 0) / sum(df[[target_column]] == 0)
   }
 
   cost <- function(df, threshold, cost_of_fp, cost_of_fn) {
-    sum(df$pred >= threshold & df$survived == 0) * cost_of_fp + 
-      sum(df$pred < threshold & df$survived == 1) * cost_of_fn
+    sum(df[[pred_column]] >= threshold & df[[target_column]] == 0) * cost_of_fp + 
+      sum(df[[pred_column]] < threshold & df[[target_column]] == 1) * cost_of_fn
   }
 
   roc <- data.frame(threshold = seq(0,1,length.out=n), tpr=NA, fpr=NA)
@@ -18,4 +32,4 @@ calculate_roc <- function(df, cost_of_fp, cost_of_fn, n=100) {
   roc$cost <- sapply(roc$threshold, function(th) cost(df, th, cost_of_fp, cost_of_fn))
 
   return(roc)
-}
+}

roc-auc/plot_roc.R

@@ -1,5 +1,6 @@
 plot_roc <- function(roc, threshold, cost_of_fp, cost_of_fn) {
   library(gridExtra)
+  library(grid)
 
   norm_vec <- function(v) (v - min(v))/diff(range(v))
 
@@ -25,4 +26,4 @@ plot_roc <- function(roc, threshold, cost_of_fp, cost_of_fn) {
   sub_title <- sprintf("threshold at %.2f - cost of FP = %d, cost of FN = %d", threshold, cost_of_fp, cost_of_fn)
 
   grid.arrange(p_roc, p_cost, ncol=2, sub=textGrob(sub_title, gp=gpar(cex=1), just="bottom"))
-}
+}