We have a new R WVPlots plot: ROCPlotPairList. It is useful for comparing the ROC/AUC of multiple models on the same data set.

library(WVPlots)

set.seed(34903490)
x1 <- rnorm(50)
x2 <- rnorm(length(x1))
x3 <- rnorm(length(x1))
y <- 0.2*x2^2 + 0.5*x2 + x1 + rnorm(length(x1))
frm <- data.frame(
   x1 = x1,
   x2 = x2,
   x3 = x3,
   yC = y >= as.numeric(quantile(y, probs=0.8)))

WVPlots::ROCPlotPairList(
   frame = frm,
   xvar_names = qc(x1, x2, x3),
   truthVar = "yC", truthTarget = TRUE,
   title = "Example ROC list plot")

Please check it out.

Categories: Administrativia Statistics Tutorials

Tagged as: R rstats

jmount

Data Scientist and trainer at Win Vector LLC. One of the authors of Practical Data Science with R.