wevid: Quantifying Performance of a Binary Classifier Through Weight of Evidence

The distributions of the weight of evidence (log Bayes factor) favouring case over noncase status in a test dataset (or test folds generated by cross-validation) can be used to quantify the performance of a diagnostic test (McKeigue P., Quantifying performance of a diagnostic test as the expected information for discrimination: relation to the C-statistic. Statistical Methods for Medical Research 2018, in press). The package can be used with any test dataset on which you have observed case-control status and have computed prior and posterior probabilities of case status using a model learned on a training dataset. To quantify how the predictor will behave as a risk stratifier, the quantiles of the distributions of weight of evidence in cases and controls can be calculated and plotted.

Version: 0.4.2
Depends: R (≥ 2.10)
Imports: ggplot2, pROC, reshape2, zoo
Published: 2018-06-15
Author: Paul McKeigue [aut], Marco Colombo [ctb, cre]
Maintainer: Marco Colombo <m.colombo at ed.ac.uk>
License: GPL-3
URL: http://www.homepages.ed.ac.uk/pmckeigu/preprints/classify/wevidtutorial.html
NeedsCompilation: no
CRAN checks: wevid results

Downloads:

Reference manual: wevid.pdf
Package source: wevid_0.4.2.tar.gz
Windows binaries: r-devel: wevid_0.4.2.zip, r-release: wevid_0.4.2.zip, r-oldrel: wevid_0.4.2.zip
OS X binaries: r-release: wevid_0.4.2.tgz, r-oldrel: wevid_0.4.2.tgz

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