Book Image

R for Data Science Cookbook (n)

By : Yu-Wei, Chiu (David Chiu)
Book Image

R for Data Science Cookbook (n)

By: Yu-Wei, Chiu (David Chiu)

Overview of this book

This cookbook offers a range of data analysis samples in simple and straightforward R code, providing step-by-step resources and time-saving methods to help you solve data problems efficiently. The first section deals with how to create R functions to avoid the unnecessary duplication of code. You will learn how to prepare, process, and perform sophisticated ETL for heterogeneous data sources with R packages. An example of data manipulation is provided, illustrating how to use the “dplyr” and “data.table” packages to efficiently process larger data structures. We also focus on “ggplot2” and show you how to create advanced figures for data exploration. In addition, you will learn how to build an interactive report using the “ggvis” package. Later chapters offer insight into time series analysis on financial data, while there is detailed information on the hot topic of machine learning, including data classification, regression, clustering, association rule mining, and dimension reduction. By the end of this book, you will understand how to resolve issues and will be able to comfortably offer solutions to problems encountered while performing data analysis.
Table of Contents (19 chapters)
R for Data Science Cookbook
Credits
About the Author
About the Reviewer
www.PacktPub.com
Preface
Index

Measuring prediction performance using ROCR


One obstacle to using a confusion matrix to assess the classification model is that you have to arbitrarily select a threshold to determine the value of the matrix. A possible way to determine the threshold is to visualize the confusion matrix under different thresholds in a Receiver Operating Characteristic (ROC) curve.

An ROC curve is a plot that illustrates the performance of a binary classifier system, and plots the true positive rate against the false positive rate for different cut points. We most commonly use this plot to calculate the area under curve (AUC), to measure the performance of a classification model. In this recipe, we demonstrate how to illustrate a ROC curve and calculate the AUC to measure the performance of a classification model.

Getting ready

You need to have the previous recipes completed by generating a classification model, and assign the model into variable fit.

How to do it…

Perform the following steps to generate two...