package prc

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package prc
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Module Prc.Binormal_modelSource

Binormal model

A Gaussian mixture model for which the precision-recall curve can be computed explicitly (see 1)

Sourcetype t = {
  1. mu_pos : float;
  2. sigma_pos : float;
  3. mu_neg : float;
  4. sigma_neg : float;
  5. alpha : float;
}
Sourceval make : ?mu_pos:float -> ?sigma_pos:float -> ?mu_neg:float -> ?sigma_neg:float -> float -> t

make ?mu_pos ?sigma_pos ?mu_neg ?sigma_neg alpha is a representation of the mixture of two Gaussian distributions of means mu_pos and mu_neg resp. and standard deviation sigma_pos and sigma_neg resp., while alpha is the proportion of positive samples in the mixture.

Sourceval simulation : Gsl.Rng.t -> n:int -> t -> dataset
Sourceval curve : ?n:int -> t -> (float * float) array
Sourceval estimate : dataset -> t
Sourceval auc : t -> float