Calculate Accurate Precision-Recall and ROC (Receiver Operator Characteristics) Curves

Accurate calculations and visualization of precision-recall and ROC (Receiver Operator Characteristics) curves.


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The aim of the precrec package is to provide an integrated platform that enables robust performance evaluations of binary classifiers. Specifically, precrec offers accurate calculations of ROC (Receiver Operator Characteristics) and precision-recall curves. All the main calculations of precrec are implemented with C++/Rcpp.

Six key features of precrec

precrec provides accurate precision-recall curves.

  • Non-linear interpolation
  • Elongation to the y-axis to estimate the first point when necessary
  • Use of score-wise threshold values instead of fixed bins

precrec also calculates AUC scores with high accuracy.

2. Super fast

precrec calculates curves in a matter of seconds even for a fairly large dataset. It is much faster than most other tools that calculate ROC and precision-recall curves.

3. Various evaluation metrics

In addition to precision-recall and ROC curves, precrec offers basic evaluation measures.

  • Error rate
  • Accuracy
  • Specificity
  • Sensitivity, true positive rate (TPR), recall
  • Precision, positive predictive value (PPV)
  • Matthews correlation coefficient
  • F-score

4. Confidence interval band

precrec calculates confidence intervals when multiple test sets are given. It automatically shows confidence bands about the averaged curve in the corresponding plot.

5. Calculation of partial AUCs and visualization of partial curves

precrec calculates partial AUCs for specified x and y ranges. It can also draw partial ROC and precision-recall curves for the specified ranges.

6. Supporting functions

precrec provides several useful functions that lack in most other evaluation tools.

  • Handling multiple models and multiple test sets
  • Handling tied scores and missing scores
  • Pre- and post-process functions of simple data preparation and curve analysis

Installation

  • Install the release version of precrec from CRAN with install.packages("precrec").

  • Alternatively, you can install a development version of precrec from our GitHub repository. To install it:

    1. Make sure you have a working development environment.

      • Windows: Install Rtools (available on the CRAN website).
      • Mac: Install Xcode from the Mac App Store.
      • Linux: Install a compiler and various development libraries (details vary across different flavors of Linux).
    2. Install devtools from CRAN with install.packages("devtools").

    3. Install precrec from the GitHub repository with devtools::install_github("takayasaito/precrec").

Functions

The precrec package provides the following six functions.

Function Description
evalmod Main function to calculate evaluation measures
mmdata Reformat input data for performance evaluation calculation
join_scores Join scores of multiple models into a list
join_labels Join observed labels of multiple test datasets into a list
create_sim_samples Create random samples for simulations
format_nfold Create n-fold cross validation dataset from data frame

Moreover, the precrec package provides eight S3 generics for the S3 object created by the evalmod function. N.B. The R language specifies S3 objects and S3 generic functions as part of the most basic object-oriented system in R.

S3 generic Package Description
print base Print the calculation results and the summary of the test data
as.data.frame base Convert a precrec object to a data frame
plot graphics Plot performance evaluation measures
autoplot ggplot2 Plot performance evaluation measures with ggplot2
fortify ggplot2 Prepare a data frame for ggplot2
auc precrec Make a data frame with AUC scores
part precrec Calculate partial curves and partial AUC scores
pauc precrec Make a data frame with pAUC scores

Documentation

  • Introduction to precrec - a package vignette that contains the descriptions of the functions with several useful examples. View the vignette with vignette("introduction", package = "precrec") in R. The HTML version is also available on the GitHub Pages.

  • Help pages - all the functions including the S3 generics except for print have their own help pages with plenty of examples. View the main help page with help(package = "precrec") in R. The HTML version is also available on the GitHub Pages.

Examples

Following two examples show the basic usage of precrec functions.

ROC and Precision-Recall calculations

The evalmod function calculates ROC and Precision-Recall curves and returns an S3 object.

library(precrec)
 
# Load a test dataset
data(P10N10)
 
# Calculate ROC and Precision-Recall curves
sscurves <- evalmod(scores = P10N10$scores, labels = P10N10$labels)

Visualization of the curves

The autoplot function outputs ROC and Precision-Recall curves by using the ggplot2 package.

# The ggplot2 package is required 
library(ggplot2)
 
# Show ROC and Precision-Recall plots
autoplot(sscurves)

Citation

Precrec: fast and accurate precision-recall and ROC curve calculations in R

Takaya Saito; Marc Rehmsmeier

Bioinformatics 2017; 33 (1): 145-147.

doi: 10.1093/bioinformatics/btw570

External links

News

precrec 0.9.1

  • Fix a bug with as.data.frame when multiple datasets given

  • Add format_nfold function to convert a dataframe with n-fold data to a list

precrec 0.8

  • Add 'aucroc' mode for fast AUC (ROC)

  • Change how to treat 'show_cb' and 'raw_curves' options

precrec 0.7.1

  • Add precrec_init.c to avoid CRAN warnings

precrec 0.7

  • Add reduce_points option to autoplot

precrec 0.6.2

  • Fix mdat print

precrec 0.6.1

  • Improve github pages

precrec 0.6

  • Improve as.data.frame with Rcpp

  • Create github pages with pkgdown

precrec 0.5.2

  • Update README

precrec 0.5

  • Add partial AUCs

precrec 0.4

  • Add new measures

    • Matthews correlation coefficient
    • F-score
  • New generic function

    • as.data.frame works on precrec S3 objects

precrec 0.3

  • Improved the testing enviroment

    • unit tests
    • codecov
  • Improved several documents

precrec 0.2

  • Improved several documents
    • several help files (.Rd)
    • package vignette
    • README

precrec 0.1

  • The first release version of precrec

  • The package offers five functions

    • evalmod
    • mmdata
    • join_scores
    • join_labels
    • create_sim_samples

Reference manual

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install.packages("precrec")

0.9.1 by Takaya Saito, 9 months ago


http://takayasaito.github.io/precrec, https://github.com/takayasaito/precrec


Report a bug at https://github.com/takayasaito/precrec/issues


Browse source code at https://github.com/cran/precrec


Authors: Takaya Saito [aut, cre], Marc Rehmsmeier [aut]


Documentation:   PDF Manual  


GPL-3 license


Imports Rcpp, ggplot2, assertthat, grid, gridExtra, methods, data.table

Suggests testthat, knitr, rmarkdown

Linking to Rcpp


Imported by HEMDAG, prcbench.


See at CRAN