Title: | A Bayesian Semiparametric Approach to Correlated ROC Surfaces |
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Description: | A Bayesian semiparametric Dirichlet process mixtures to estimate correlated receiver operating characteristic (ROC) surfaces and the associated volume under the surface (VUS) with stochastic order constraints. The reference paper is:Zhen Chen, Beom Seuk Hwang, (2018) "A Bayesian semiparametric approach to correlated ROC surfaces with stochastic order constraints". Biometrics, 75, 539-550. <doi:10.1111/biom.12997>. |
Authors: | Zhen Chen [aut], Beom Seuk Hwang [aut], Weimin Zhang [cre] |
Maintainer: | Weimin Zhang <[email protected]> |
License: | GPL-3 |
Version: | 0.1.0 |
Built: | 2025-03-06 03:02:07 UTC |
Source: | https://github.com/wzhang17/sorocs |
The example data is meant to represent the dataset supplied by the Physician Reliability Study (PRS), which is explored in Section 5 of the paper. The 'sampledata' file contains the following variables:
asrm
asrm
A data frame with 129 rows and following variables:
Subject id
log value of mean of four Regional Experts¡¯ scores at setting 1
log value of mean of four Regional Experts¡¯ scores at setting 2
sum of the IE(International Experts)'s diagnoses for positive disease at setting 1
sum of the IE(International Experts)'s diagnoses for positive disease at setting 2
TN1+TN2
number of non-missing IE's diagnoses for positive disease at setting 1
number of non-missing IE's diagnoses for positive disease at setting 2
JN1+JN2
sum of the IE's diagnoses for severe disease at setting 1
sum of the IE's diagnoses for severe disease at setting 2
TNN1+TNN2
number of non-missing IE's diagnoses for severe disease at setting 1
number of non-missing IE's diagnoses for severe disease at setting 2
JNN1+JNN2
https://doi.org/10.1111/biom.12997
A Bayesian nonparametric Dirichlet process mixtures to estimate the receiver operating characteristic (ROC) surfaces and the associated volume under the surface (VUS), a summary measure similar to the area under the curve measure for ROC curves. To model distributions flexibly, including their skewness and multi-modality characteristics a Bayesian nonparametric Dirichlet process mixtures was used. Between-setting correlations is handled by dependent Dirichlet process mixtures that have bivariate distributions with nonzero correlations as their bases. To accommodate ordering constraints, the stochastic ordering in the context of mixture distributions was adopted.
sorocs( nsim = 4, nburn = 2, Yvariable1, Yvariable2, gridY = seq(0, 5, by = 0.05), Xvariable1, Xvariable2, gam0 = -4.6, gam1 = 9.2, lamb0 = -4.6, lamb1 = 9.2, H = 30, L = 30, alpha1 = 1, alpha2 = 1, alpha3 = 1, lambda1 = 1, lambda2 = 1, mu1 = matrix(c(0.5, 0.5), 2, 1), mu2 = matrix(c(1, 1), 2, 1), mu3 = matrix(c(3, 3), 2, 1), m1 = c(0, 0), m2 = c(0, 0), m3 = c(0, 0), A1 = 10 * diag(2), A2 = 10 * diag(2), A3 = 10 * diag(2), Sig1 = matrix(c(1, 0.5, 0.5, 1), 2, 2), Sig2 = matrix(c(1, 0.5, 0.5, 1), 2, 2), Sig3 = matrix(c(1, 0.5, 0.5, 1), 2, 2), nu = 6, C0 = 10 * diag(2), a1 = 2, a2 = 2, b1 = 0.1, b2 = 0.1 )
sorocs( nsim = 4, nburn = 2, Yvariable1, Yvariable2, gridY = seq(0, 5, by = 0.05), Xvariable1, Xvariable2, gam0 = -4.6, gam1 = 9.2, lamb0 = -4.6, lamb1 = 9.2, H = 30, L = 30, alpha1 = 1, alpha2 = 1, alpha3 = 1, lambda1 = 1, lambda2 = 1, mu1 = matrix(c(0.5, 0.5), 2, 1), mu2 = matrix(c(1, 1), 2, 1), mu3 = matrix(c(3, 3), 2, 1), m1 = c(0, 0), m2 = c(0, 0), m3 = c(0, 0), A1 = 10 * diag(2), A2 = 10 * diag(2), A3 = 10 * diag(2), Sig1 = matrix(c(1, 0.5, 0.5, 1), 2, 2), Sig2 = matrix(c(1, 0.5, 0.5, 1), 2, 2), Sig3 = matrix(c(1, 0.5, 0.5, 1), 2, 2), nu = 6, C0 = 10 * diag(2), a1 = 2, a2 = 2, b1 = 0.1, b2 = 0.1 )
nsim |
Number of simulations |
nburn |
Burn in number |
Yvariable1 |
Dependent variable at setting 1 |
Yvariable2 |
Dependent variable at setting 2 |
gridY |
a regular sequence spanning the range of Y variable |
Xvariable1 |
independent variable at setting 1 |
Xvariable2 |
independent variable at setting 2 |
gam0 |
Initial value for the test score distributions (e.g., a priori information between different disease populations for a single test or between multiple correlated tests) |
gam1 |
Initial value for the test score distributions |
lamb0 |
Initial value forthe test score distributions |
lamb1 |
Initial value for the test score distributions |
H |
trucation level number for Dirichlet process prior trucation approximation |
L |
trucation level number for Dirichlet process prior trucation approximation |
alpha1 |
fixed values of the precision parameters of the Dirichlet process |
alpha2 |
fixed values of the precision parameters of the Dirichlet process |
alpha3 |
fixed values of the precision parameters of the Dirichlet process |
lambda1 |
fixed values of the precision parameters of the Dirichlet process |
lambda2 |
fixed values of the precision parameters of the Dirichlet process |
mu1 |
fixed values of the bivariate normal parameters of the Dirichlet process |
mu2 |
fixed values of the bivariate normal parameters of the Dirichlet process |
mu3 |
fixed values of the bivariate normal parameters of the Dirichlet process |
m1 |
fixed values of the bivariate normal parameters of the Dirichlet process |
m2 |
fixed values of the bivariate normal parameters of the Dirichlet process |
m3 |
fixed values of the bivariate normal parameters of the Dirichlet process |
A1 |
Initial values of the bivariate normal parameters of the Dirichlet process |
A2 |
Initial values of the bivariate normal parameters of the Dirichlet process |
A3 |
Initial values of the bivariate normal parameters of the Dirichlet process |
Sig1 |
Initial values of the inverse Wishart distribution parameters of the Dirichlet process |
Sig2 |
Initial values of the inverse Wishart distribution parameters of the Dirichlet process |
Sig3 |
Initial values of the inverse Wishart distribution parameters of the Dirichlet process |
nu |
Initial values of the inverse Wishart distribution parameters of the Dirichlet process |
C0 |
Initial values of the inverse Wishart distribution parameters of the Dirichlet process |
a1 |
Initial shape values of the inverse-gamma base distributions for the Dirichlet process |
a2 |
Initial shape values of the inverse-gamma base distributions for the Dirichlet process |
b1 |
Initial scale values of the inverse-gamma base distributions for the Dirichlet process |
b2 |
Initial scale values of the inverse-gamma base distributions for the Dirichlet process |
A list of posterior estimates
Zhen Chen, Beom Seuk Hwang. (2018) A Bayesian semiparametric approach to correlated ROC surfaces with stochastic order constraints. Biometrics, 75, 539-550. https://doi.org/10.1111/biom.12997
library(MASS) library(MCMCpack) library(mvtnorm) data(asrm) Y1 <- asrm$logREscoremean2[1:10] Y2 <- asrm$logREscoremean1[1:10] X1 <-asrm$TN12[1:20]/asrm$JN12[1:10] X2 <-asrm$TNN12[1:20]/asrm$JNN12[1:10] try1 <- sorocs:::sorocs( H = 12, L = 12, Yvariable1 =Y1, Yvariable2= Y2, gridY=seq(0,5,by=1), Xvariable1= X1, Xvariable2 =X2)
library(MASS) library(MCMCpack) library(mvtnorm) data(asrm) Y1 <- asrm$logREscoremean2[1:10] Y2 <- asrm$logREscoremean1[1:10] X1 <-asrm$TN12[1:20]/asrm$JN12[1:10] X2 <-asrm$TNN12[1:20]/asrm$JNN12[1:10] try1 <- sorocs:::sorocs( H = 12, L = 12, Yvariable1 =Y1, Yvariable2= Y2, gridY=seq(0,5,by=1), Xvariable1= X1, Xvariable2 =X2)