package prc

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package prc

prc
- Prc
  - Binormal_model

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Binormal model

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

type t = {

mu_pos : float;
sigma_pos : float;
mu_neg : float;
sigma_neg : float;
alpha : float;

}

val 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.

val simulation : Gsl.Rng.t -> n:int -> t -> dataset

val curve : ?n:int -> t -> (float * float) array

val estimate : dataset -> t

val auc : t -> float