Fonctions

library(sm)
Package 'sm', version 2.2-6.0: type help(sm) for summary information
Compute_CV=function(x,y,method,weights=NA)
{
  hopt=sm.regression(x,y,method=method,display='none')$h
  n=length(x)
  if (is.na(weights)) weights=rep(1,n)
  CV=0
  for (i in 1:n)
  {
    CV=CV+(y[i]-sm.regression(x[-i],y[-i],h=hopt,eval.points=x[i],display='none')$estimate)^2*weights[i] 
  }
  return(CV)
}

#### 
ROC=function(z,p1)
{
  p=sort(unique(p1))
  lp=length(p)
  ROC=matrix(NA,lp,2)
  for (s in 1:lp)
  {
    ROC[s,1]=mean(p1[z==0]>p[s])
    ROC[s,2]=mean(p1[z==1]>p[s])  
  }
  AUC=sum(ROC[-lp,2]*(ROC[-lp,1]-ROC[-1,1]))
  
  colnames(ROC)=c("FPR","TPR")
  plot(ROC,type='l',main=paste('AUC =', AUC))
  return(list(ROC=ROC,AUC=AUC))
  }

#######
Classif_NP=function(X,Y,X0=NA)
{
  X=as.matrix(X)
  n=length(Y)
  V=sort(unique(Y))
  n_V=length(V)
  Prob=matrix(NA,n,n_V)
  colnames(Prob)=V
  Class=rep(NA,n)
  if (!is.na(max(X0)))
  {
    X0=as.matrix(X0)
    P0=matrix(NA,nrow(X0),n_V)
    Class0=rep(NA,n)
  }
  for (v in 1:n_V)
  {
    z=as.numeric(Y==V[v])
    for (i in 1:n )
    {
      Prob[i,v]=sm.regression(X[-i,],z[-i], eval.points=X,eval.grid=FALSE,display='none')$estimate[i]
    }
    if (!is.na(max(X0))) {P0[,v]=sm.regression(X,z,eval.points=X0,eval.grid=FALSE,display='none')$estimate}
  }
  if (n_V==2) {ROC(Y==V[2],Prob[,2])}
  Class=V[apply(Prob,1,which.max)]
  M_table=table(Y,Class)
  if (!is.na(max(X0))) {Class0=V[apply(P0,1,which.max)]}
  if (!is.na(max(X0))) {return(list(Class=Class, Prob=Prob, M_table=M_table, err=1-sum(diag(M_table))/n, Class0=Class0,Prob0=P0))}
  else {return(list(Class=Class, Prob=Prob, M_table=M_table, err=1-sum(diag(M_table))/n))}
}

Regression

Simulation

Regression 1

\[Y=10e^{-3X}+e^{-\frac{X}{2}}\epsilon, \] avec \(X \sim \mathcal{E}(1)\) et \(\epsilon \sim \mathcal{N}(0,1)\).

n=100
x=rexp(n,2)
e=rnorm(n,0,exp(-x/2))
y=10*exp(-3*x)+e
plot(function(x) 10*exp(-3*x),0,3,ylab='y')
 lines(x,y,col="red",type="p")
sm.regression(x,y,h=0.01,col="blue",eval.points=sort(x),add=T,nbins=0)
sm.regression(x,y,h=.1,col="orange",eval.points=sort(x),add=T,nbins=0)
sm.regression(x,y,h=1,col="green",eval.points=sort(x),add=T,nbins=0)
legend(x="topright",leg=c('h=0.01','h=0.1','h=1'), col=c("blue","orange","green"),lty=1)

plot(function(x) 10*exp(-3*x),0,3)
 lines(x,y,col="red",type="p")
 

reg3=sm.regression(x,y,method="cv",col="blue",eval.points=sort(x),add=T,nbins=0)
reg1=sm.regression(x,y,method="df",col="orange",add=T,eval.points=sort(x),nbins=0)
reg2=sm.regression(x,y,method="aicc",col="green",add=T,eval.points=sort(x),nbins=0)
legend(x="topright",leg=c('cv',"df",'aicc'), col=c("blue","orange","green"),lty=1)

plot(reg1$estimate,y[order(x)],col="orange")
lines(reg2$estimate,y[order(x)],col="green",type='p')
lines(reg3$estimate,y[order(x)],col="blue",type='p')
abline(0,1)

Erreur quadratique et Validation croisée

# Erreur quadratique
mean((reg1$estimate-y[order(x)])^2)
[1] 0.8565284
mean((reg2$estimate-y[order(x)])^2)
[1] 0.6801133
mean((reg3$estimate-y[order(x)])^2)
[1] 0.6482948
#Validation croisée
Compute_CV(x,y,'cv')/n
[1] 0.7590045
Compute_CV(x,y,'df')/n
[1] 0.9168348
Compute_CV(x,y,'aicc')/n
[1] 0.7666569
# CV avec moyenne Y
n=length(x)
CV_y=0
for (j in 1:n) 
  {
  CV_y=CV_y+(y[j]-mean(y[-j]))^2
} 
CV_y/n
[1] 9.707641
# Variance non corrigée e
var(e)*(n-1)/n
[1] 0.6912356

Regression 2

\[Y=7cos(7X)+10e^{-3X}+3e^{-\frac{X}{2}}\epsilon, \] avec \(X \sim \mathcal{E}(1)\) et \(\epsilon \sim \mathcal{N}(0,1)\).

n=1000
x=rexp(n,2)
e=3*rnorm(n,0,exp(-x/2))
y=7*cos(7*x)+10*exp(-3*x)+e
plot(function(x) 10*exp(-3*x)+7*cos(7*x),0,3)
 lines(x,y,col="red",type="p")

sm.regression(x,y,h=0.01,col="blue",eval.points=sort(x),add=T,nbins=0)
sm.regression(x,y,h=.1,col="orange",eval.points=sort(x),add=T,nbins=0)
sm.regression(x,y,h=1,col="green",eval.points=sort(x),add=T,nbins=0)
legend(x="topright",leg=c('h=0.01','h=0.1','h=1'), col=c("blue","orange","green"),lty=1)

plot(function(x) 10*exp(-3*x)+7*cos(7*x),0,3)
 lines(x,y,col="red",type="p")

plot(function(x) 10*exp(-3*x)+7*cos(7*x),0,3)
lines(x,y,col="red",type="p")
reg3=sm.regression(x,y,method="cv",col="blue", eval.points=sort(x),add=T,nbins=0)
legend(x="topright",leg=c('cv',"df",'aicc'), col=c("blue","orange","green"),lty=1)


reg1=sm.regression(x,y,method="df",col="orange",eval.points=sort(x),add=T,nbins=0)
reg2=sm.regression(x,y,method="aicc",col="green", eval.points=sort(x),add=T,nbins=0)

plot(reg1$estimate,y[order(x)],col="orange")
lines(reg2$estimate,y[order(x)],col="green",type='p')
lines(reg3$estimate,y[order(x)],col="blue",type='p')
abline(0,1)

Erreur quadratique et Validation croisée

# Erreur quadratique
mean((reg1$estimate-y[order(x)])^2)
[1] 19.59876
mean((reg2$estimate-y[order(x)])^2)
[1] 6.669095
mean((reg3$estimate-y[order(x)])^2)
[1] 6.658894
#Validation croisée
Compute_CV(x,y,'cv')/n
[1] 6.859725
Compute_CV(x,y,'df')/n
[1] 19.68275
Compute_CV(x,y,'aicc')/n
[1] 8.735893
# CV avec moyenne Y
n=length(x)
CV_y=0
for (j in 1:n) 
  {
  CV_y=CV_y+(y[j]-mean(y[-j]))^2
} 
CV_y/n
[1] 55.15097
# Variance non corrigée e
var(e)*(n-1)/n
[1] 6.679332

Real world data

# load data
library(MASS)

Attachement du package : 'MASS'
L'objet suivant est masqué depuis 'package:sm':

    muscle
data(mcycle)
head(mcycle)
  times accel
1   2.4   0.0
2   2.6  -1.3
3   3.2  -2.7
4   3.6   0.0
5   4.0  -2.7
6   6.2  -2.7
x=mcycle$times
y=mcycle$accel
n=length(x)
# plot data
plot(x, y, xlab = "Time (ms)", ylab = "Acceleration (g)")

sm.regression(x,y,h=0.1,col="blue",eval.points=sort(x),add=T,nbins=0)
sm.regression(x,y,h=1,col="orange",eval.points=sort(x),add=T,nbins=0)
sm.regression(x,y,h=10,col="green",eval.points=sort(x),add=T,nbins=0)
legend(x="topright",leg=c('h=0.1','h=1','h=10'), col=c("blue","orange","green"),lty=1)

plot(x,y,col="red",type="p")
reg3=sm.regression(x,y,method="cv",col="blue", eval.points=sort(x),add=T,nbins=0)
legend(x="topright",leg=c('cv',"df",'aicc'), col=c("blue","orange","green"),lty=1)

reg1=sm.regression(x,y,method="df",col="orange",eval.points=sort(x),add=T,nbins=0)
reg2=sm.regression(x,y,method="aicc",col="green", eval.points=sort(x),add=T,nbins=0)

plot(reg1$estimate,y[order(x)],col="orange")
lines(reg2$estimate,y[order(x)],col="green",type='p')
lines(reg3$estimate,y[order(x)],col="blue",type='p')
abline(0,1)

Erreur quadratique et Validation croisée

# Erreur quadratique
mean((reg1$estimate-y[order(x)])^2)
[1] 987.5993
mean((reg2$estimate-y[order(x)])^2)
[1] 472.0266
mean((reg3$estimate-y[order(x)])^2)
[1] 459.8602
#Validation croisée
Compute_CV(x,y,'cv')/n
[1] 570.7888
Compute_CV(x,y,'df')/n
[1] 1027.242
Compute_CV(x,y,'aicc')/n
[1] 742.0577
# CV avec moyenne Y
n=length(x)
CV_y=0
for (j in 1:n) 
  {
  CV_y=CV_y+(y[j]-mean(y[-j]))^2
} 
CV_y/n
[1] 2352.71

Classification supervisée

Simulation

rmixing2=function(n,alpha,l0,l1,p0,p1)
# Generate data from a mixing model 
{
  z=rbinom(n,1,alpha)
  f1=eval(parse(text=paste('r',l1,'(',paste(c(n,p1),collapse=','),')',sep='')))
  f0=eval(parse(text=paste('r',l0,'(',paste(c(n,p0),collapse=','),')',sep='')))
  x=z*f1+(1-z)*f0
  return(list(x=x,z=z))
}
dmixing2=function(t,alpha,l0,l1,p0,p1)
# draw the density of the mixing model
{
  mix=alpha*eval(parse(text=paste('d',l1,'(t,',paste(p1,collapse=','),')',sep='')))+(1-alpha)*eval(parse(text=paste('d',l0,'(t,',paste(p0,collapse=','),')',sep='')))
  p1_t=alpha*eval(parse(text=paste('d',l1,'(t,',paste(p1,collapse=','),')',sep='')))/mix  
  p0_t=(1-alpha)*eval(parse(text=paste('d',l0,'(t,',paste(p0,collapse=','),')',sep='')))/mix  
  
return(list(mix=mix,p0_t=p0_t,p1_t=p1_t))
}

#Example  
n=300
alpha=0.3
l0='norm'
p0=c(4,1)
l1='norm'
p1=c(0,2)
s=seq(-10,10,0.001)

r=rmixing2(n,alpha,l0,l1,p0,p1)
x=r$x
z=r$z
p0_x=dmixing2(x,alpha,l0,l1,p0,p1)$p0_t
p1_x=dmixing2(x,alpha,l0,l1,p0,p1)$p1_t
u=sort(x)
plot(u,p0_x[order(x)],ylab='p0_x',type='l')

plot(u,p1_x[order(x)],ylab='p1_x',type='l')

Classif_NP(x,z)

$Class
  [1] 0 0 0 0 0 0 0 0 0 1 0 0 0 0 1 0 0 1 0 0 1 0 1 0 0 1 1 0 0 1 0 0 0 0 1 0 0
 [38] 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 1 1 1 0 0 1 1 0 0 0 1 1 0 0 0 1 0 0 0 1 0 0
 [75] 0 0 0 0 0 1 1 0 0 0 1 0 1 0 0 0 1 0 1 1 1 1 0 0 1 0 1 0 0 0 0 1 0 0 1 0 1
[112] 1 1 0 0 0 1 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 1 1 0 0 0 0 0 0
[149] 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 1 0 1 1 0 0 0 1 0 0 0 0 0 0 1
[186] 0 0 0 0 0 1 0 0 0 0 0 0 0 1 1 1 1 0 0 0 0 0 0 0 1 0 0 0 1 0 0 0 0 0 0 0 0
[223] 0 0 1 1 0 1 0 0 0 0 0 1 0 1 1 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0
[260] 1 1 0 0 1 0 0 1 1 0 0 0 0 0 0 0 1 0 1 1 0 0 0 0 0 0 1 0 0 1 0 1 0 0 0 0 0
[297] 0 0 0 0

$Prob
                   0             1
  [1,]  6.506685e-01  0.3493314699
  [2,]  8.498042e-01  0.1501957631
  [3,]  7.820879e-01  0.2179120700
  [4,]  8.780196e-01  0.1219803792
  [5,]  1.017022e+00 -0.0170218881
  [6,]  9.992254e-01  0.0007745972
  [7,]  9.904279e-01  0.0095720615
  [8,]  9.103414e-01  0.0896585706
  [9,]  8.953635e-01  0.1046365099
 [10,]  3.683113e-01  0.6316887372
 [11,]  1.008552e+00 -0.0085516655
 [12,]  1.013576e+00 -0.0135762410
 [13,]  9.284305e-01  0.0715695077
 [14,]  9.559611e-01  0.0440389408
 [15,]  2.560918e-01  0.7439081778
 [16,]  8.012115e-01  0.1987885288
 [17,]  6.806358e-01  0.3193641732
 [18,]  7.564351e-03  0.9924356487
 [19,]  5.028156e-01  0.4971843567
 [20,]  9.257928e-01  0.0742072463
 [21,] -3.308097e-04  1.0003308097
 [22,]  7.879522e-01  0.2120478484
 [23,]  2.452091e-02  0.9754790948
 [24,]  9.044311e-01  0.0955688691
 [25,]  9.897062e-01  0.0102938334
 [26,]  4.484085e-02  0.9551591489
 [27,] -7.591556e-04  1.0007591556
 [28,]  9.868508e-01  0.0131491841
 [29,]  7.678941e-01  0.2321058861
 [30,] -1.254958e-03  1.0012549579
 [31,]  1.004004e+00 -0.0040040624
 [32,]  8.490073e-01  0.1509927120
 [33,]  9.410170e-01  0.0589829936
 [34,]  9.507190e-01  0.0492809644
 [35,] -3.331907e-04  1.0003331907
 [36,]  1.020100e+00 -0.0201001932
 [37,]  9.920041e-01  0.0079958529
 [38,]  8.793932e-01  0.1206068218
 [39,]  9.713802e-01  0.0286198220
 [40,]  1.011233e+00 -0.0112334929
 [41,]  1.017781e+00 -0.0177807943
 [42,]  9.369939e-01  0.0630060882
 [43,] -1.538454e-03  1.0015384539
 [44,]  1.020779e+00 -0.0207793441
 [45,]  8.791011e-01  0.1208989339
 [46,]  8.495930e-01  0.1504070146
 [47,]  9.010542e-01  0.0989457940
 [48,]  1.021153e+00 -0.0211530701
 [49,]  6.803401e-01  0.3196599287
 [50,]  7.883261e-01  0.2116738990
 [51,]  9.660798e-01  0.0339202439
 [52,]  7.080938e-01  0.2919062411
 [53,]  8.527972e-02  0.9147202845
 [54,]  3.593566e-02  0.9640643367
 [55,]  1.027574e-02  0.9897242648
 [56,]  9.722493e-01  0.0277507123
 [57,]  8.943514e-01  0.1056485665
 [58,]  1.136043e-03  0.9988639568
 [59,]  7.683573e-02  0.9231642671
 [60,]  9.364882e-01  0.0635118036
 [61,]  9.632959e-01  0.0367041417
 [62,]  9.561126e-01  0.0438873588
 [63,]  1.000680e-01  0.8999319713
 [64,]  2.727849e-03  0.9972721512
 [65,]  9.395342e-01  0.0604658271
 [66,]  1.015115e+00 -0.0151146626
 [67,]  5.038239e-01  0.4961760913
 [68,]  3.572139e-01  0.6427860906
 [69,]  6.569553e-01  0.3430446516
 [70,]  1.020418e+00 -0.0204181563
 [71,]  6.538958e-01  0.3461041578
 [72,] -6.569958e-05  1.0000656996
 [73,]  9.847921e-01  0.0152078659
 [74,]  9.631340e-01  0.0368660268
 [75,]  1.006022e+00 -0.0060224989
 [76,]  9.441988e-01  0.0558012073
 [77,]  1.009009e+00 -0.0090094480
 [78,]  9.237122e-01  0.0762878294
 [79,]  9.197884e-01  0.0802116048
 [80,]  1.295659e-01  0.8704340815
 [81,]  4.111347e-01  0.5888653188
 [82,]  9.355863e-01  0.0644136552
 [83,]  1.006357e+00 -0.0063574578
 [84,]  8.448510e-01  0.1551490232
 [85,]  2.957737e-02  0.9704226297
 [86,]  1.017181e+00 -0.0171808598
 [87,]  2.374880e-01  0.7625119767
 [88,]  9.607027e-01  0.0392972687
 [89,]  9.662975e-01  0.0337024876
 [90,]  1.014873e+00 -0.0148727804
 [91,] -3.359135e-11  1.0000000000
 [92,]  9.962749e-01  0.0037250673
 [93,]  2.074056e-01  0.7925943952
 [94,] -1.816182e-03  1.0018161815
 [95,]  8.555064e-02  0.9144493566
 [96,]  6.070888e-03  0.9939291123
 [97,]  9.947017e-01  0.0052983046
 [98,]  8.721036e-01  0.1278964440
 [99,]  4.006894e-01  0.5993105601
[100,]  7.743626e-01  0.2256373614
[101,] -1.787052e-03  1.0017870519
[102,]  1.021197e+00 -0.0211973126
[103,]  9.514799e-01  0.0485201349
[104,]  1.013632e+00 -0.0136324738
[105,]  9.639818e-01  0.0360181689
[106,]  1.836597e-01  0.8163403491
[107,]  9.581231e-01  0.0418768569
[108,]  9.976067e-01  0.0023932751
[109,]  1.591503e-01  0.8408496637
[110,]  9.823994e-01  0.0176006070
[111,]  1.346542e-01  0.8653458386
[112,]  3.016989e-01  0.6983010940
[113,] -5.649044e-07  1.0000005649
[114,]  8.650353e-01  0.1349647309
[115,]  9.727650e-01  0.0272349598
[116,]  9.747026e-01  0.0252973788
[117,]  3.632657e-01  0.6367342683
[118,]  9.833985e-01  0.0166014888
[119,]  9.486617e-01  0.0513383046
[120,]  7.944808e-01  0.2055192368
[121,]  8.985263e-01  0.1014736721
[122,]  7.973333e-02  0.9202666712
[123,]  9.402373e-01  0.0597627448
[124,]  7.021763e-01  0.2978236875
[125,]  7.068792e-01  0.2931208421
[126,]  1.008849e+00 -0.0088487868
[127,]  8.736565e-01  0.1263435198
[128,]  9.299148e-01  0.0700851809
[129,]  9.950600e-01  0.0049400104
[130,]  9.408284e-01  0.0591716031
[131,]  1.020913e+00 -0.0209126999
[132,]  9.824134e-01  0.0175866333
[133,]  1.004836e+00 -0.0048363418
[134,]  8.911798e-01  0.1088202156
[135,]  7.772746e-01  0.2227253657
[136,]  9.034372e-01  0.0965628150
[137,]  9.922891e-01  0.0077109035
[138,]  9.881875e-02  0.9011812508
[139,]  5.910691e-01  0.4089309159
[140,]  8.936782e-01  0.1063217717
[141,]  3.408711e-02  0.9659128907
[142,]  7.791302e-02  0.9220869760
[143,]  9.899246e-01  0.0100754246
[144,]  1.011252e+00 -0.0112519099
[145,]  9.415938e-01  0.0584061853
[146,]  6.718959e-01  0.3281041037
[147,]  9.622778e-01  0.0377221929
[148,]  8.054999e-01  0.1945000830
[149,]  6.631791e-01  0.3368208964
[150,]  9.569807e-01  0.0430192753
[151,] -1.758459e-03  1.0017584591
[152,]  1.007558e+00 -0.0075579298
[153,]  9.217945e-01  0.0782055068
[154,]  9.084845e-01  0.0915155221
[155,]  1.004781e+00 -0.0047810364
[156,]  1.005380e+00 -0.0053797016
[157,]  9.569656e-01  0.0430343803
[158,]  7.617017e-01  0.2382982506
[159,]  7.022851e-01  0.2977149086
[160,]  9.066130e-01  0.0933869572
[161,]  1.002797e+00 -0.0027974472
[162,]  9.888115e-01  0.0111885029
[163,]  7.432365e-01  0.2567634843
[164,]  9.642734e-01  0.0357265714
[165,] -1.325481e-03  1.0013254806
[166,]  7.499308e-01  0.2500691935
[167,]  1.020528e+00 -0.0205282344
[168,]  9.684764e-01  0.0315235890
[169,]  1.006015e+00 -0.0060149280
[170,]  7.495422e-01  0.2504578050
[171,]  9.120490e-02  0.9087950997
[172,]  1.009109e+00 -0.0091087643
[173,]  3.829067e-01  0.6170933326
[174,]  2.507221e-02  0.9749277900
[175,]  1.012662e+00 -0.0126621596
[176,]  8.772475e-01  0.1227525020
[177,]  6.797935e-01  0.3202065427
[178,]  2.164668e-01  0.7835331547
[179,]  7.910738e-01  0.2089261941
[180,]  1.016222e+00 -0.0162215596
[181,]  9.787742e-01  0.0212258321
[182,]  9.789522e-01  0.0210477646
[183,]  7.854374e-01  0.2145625837
[184,]  1.002061e+00 -0.0020613440
[185,]  9.447806e-05  0.9999055219
[186,]  9.842409e-01  0.0157590552
[187,]  9.812468e-01  0.0187531565
[188,]  8.477265e-01  0.1522734666
[189,]  1.015177e+00 -0.0151768243
[190,]  8.653719e-01  0.1346281013
[191,]  2.223983e-01  0.7776016786
[192,]  1.020376e+00 -0.0203761018
[193,]  9.489728e-01  0.0510272246
[194,]  1.020686e+00 -0.0206858691
[195,]  8.644354e-01  0.1355646129
[196,]  9.303782e-01  0.0696217880
[197,]  8.959641e-01  0.1040358593
[198,]  9.191024e-01  0.0808975651
[199,]  1.109561e-02  0.9889043851
[200,]  4.509748e-01  0.5490252356
[201,]  4.943298e-03  0.9950567015
[202,] -9.646893e-05  1.0000964689
[203,]  7.603478e-01  0.2396521831
[204,]  9.650888e-01  0.0349112084
[205,]  1.004292e+00 -0.0042919005
[206,]  7.606192e-01  0.2393808161
[207,]  9.895512e-01  0.0104488403
[208,]  9.678834e-01  0.0321166454
[209,]  9.724497e-01  0.0275502743
[210,] -1.709129e-03  1.0017091290
[211,]  1.012050e+00 -0.0120495531
[212,]  9.697155e-01  0.0302845396
[213,]  9.218976e-01  0.0781023929
[214,]  4.968097e-01  0.5031902692
[215,]  9.335825e-01  0.0664175150
[216,]  1.000706e+00 -0.0007058693
[217,]  8.755974e-01  0.1244026082
[218,]  9.857173e-01  0.0142827287
[219,]  9.784528e-01  0.0215471920
[220,]  8.516017e-01  0.1483983177
[221,]  9.922235e-01  0.0077764762
[222,]  8.068491e-01  0.1931509281
[223,]  1.012217e+00 -0.0122170850
[224,]  5.864272e-01  0.4135727704
[225,] -2.881491e-05  1.0000288149
[226,]  9.766877e-02  0.9023312348
[227,]  9.051494e-01  0.0948505680
[228,]  5.574891e-02  0.9442510907
[229,]  9.166893e-01  0.0833106577
[230,]  9.104747e-01  0.0895252537
[231,]  8.429464e-01  0.1570535617
[232,]  9.906111e-01  0.0093889080
[233,]  9.422003e-01  0.0577996552
[234,]  8.829065e-02  0.9117093513
[235,]  9.992365e-01  0.0007635300
[236,] -1.836340e-03  1.0018363405
[237,] -1.925388e-03  1.0019253877
[238,]  8.279621e-01  0.1720379448
[239,]  7.141184e-01  0.2858816104
[240,]  7.201431e-01  0.2798568963
[241,]  9.264211e-01  0.0735789378
[242,]  1.004549e+00 -0.0045491366
[243,]  5.992433e-01  0.4007567350
[244,] -1.792635e-03  1.0017926346
[245,]  7.107754e-01  0.2892246013
[246,]  9.734445e-01  0.0265554990
[247,]  6.057024e-01  0.3942975516
[248,]  9.580852e-01  0.0419148369
[249,]  9.667511e-01  0.0332488526
[250,]  7.304381e-01  0.2695618944
[251,]  9.272375e-01  0.0727625025
[252,]  9.782870e-01  0.0217129540
[253,]  9.724934e-01  0.0275066325
[254,]  7.927734e-01  0.2072266067
[255,]  9.578864e-01  0.0421135815
[256,]  7.345013e-01  0.2654986953
[257,] -1.658707e-06  1.0000016587
[258,]  1.001526e+00 -0.0015257586
[259,]  9.592286e-01  0.0407713571
[260,]  1.294822e-01  0.8705178421
[261,] -1.472143e-03  1.0014721429
[262,]  8.768050e-01  0.1231949516
[263,]  6.339752e-01  0.3660248392
[264,]  3.782572e-01  0.6217428460
[265,]  5.499765e-01  0.4500234633
[266,]  8.305223e-01  0.1694776847
[267,]  2.962448e-01  0.7037552150
[268,]  8.154693e-03  0.9918453070
[269,]  9.583609e-01  0.0416390825
[270,]  9.596952e-01  0.0403047846
[271,]  9.381924e-01  0.0618075670
[272,]  6.403117e-01  0.3596882644
[273,]  8.998175e-01  0.1001825373
[274,]  9.483960e-01  0.0516039747
[275,]  1.006595e+00 -0.0065949830
[276,]  3.204119e-01  0.6795881225
[277,]  9.741704e-01  0.0258296105
[278,]  2.980304e-02  0.9701969582
[279,] -1.454914e-03  1.0014549138
[280,]  9.569527e-01  0.0430472834
[281,]  9.440316e-01  0.0559684254
[282,]  8.803913e-01  0.1196087350
[283,]  9.772700e-01  0.0227299689
[284,]  9.863835e-01  0.0136164925
[285,]  8.901199e-01  0.1098801130
[286,] -1.918450e-04  1.0001918450
[287,]  1.018433e+00 -0.0184329905
[288,]  7.678247e-01  0.2321752628
[289,] -1.767751e-03  1.0017677510
[290,]  9.866615e-01  0.0133385336
[291,]  4.108159e-01  0.5891841361
[292,]  8.214711e-01  0.1785288913
[293,]  8.109468e-01  0.1890532178
[294,]  9.982649e-01  0.0017351355
[295,]  9.825780e-01  0.0174220257
[296,]  7.930339e-01  0.2069660530
[297,]  5.900179e-01  0.4099821054
[298,]  9.665307e-01  0.0334692891
[299,]  1.018018e+00 -0.0180175429
[300,]  1.010246e+00 -0.0102460426

$M_table
   Class
Y     0   1
  0 213   3
  1  14  70

$err
[1] 0.05666667
ROC(z,p1_x)

$ROC
               FPR        TPR
  [1,] 0.995370370 1.00000000
  [2,] 0.990740741 1.00000000
  [3,] 0.986111111 1.00000000
  [4,] 0.981481481 1.00000000
  [5,] 0.976851852 1.00000000
  [6,] 0.972222222 1.00000000
  [7,] 0.967592593 1.00000000
  [8,] 0.962962963 1.00000000
  [9,] 0.958333333 1.00000000
 [10,] 0.953703704 1.00000000
 [11,] 0.949074074 1.00000000
 [12,] 0.944444444 1.00000000
 [13,] 0.939814815 1.00000000
 [14,] 0.935185185 1.00000000
 [15,] 0.930555556 1.00000000
 [16,] 0.925925926 1.00000000
 [17,] 0.921296296 1.00000000
 [18,] 0.916666667 1.00000000
 [19,] 0.912037037 1.00000000
 [20,] 0.907407407 1.00000000
 [21,] 0.902777778 1.00000000
 [22,] 0.898148148 1.00000000
 [23,] 0.893518519 1.00000000
 [24,] 0.888888889 1.00000000
 [25,] 0.884259259 1.00000000
 [26,] 0.879629630 1.00000000
 [27,] 0.875000000 1.00000000
 [28,] 0.870370370 1.00000000
 [29,] 0.865740741 1.00000000
 [30,] 0.861111111 1.00000000
 [31,] 0.856481481 1.00000000
 [32,] 0.851851852 1.00000000
 [33,] 0.847222222 1.00000000
 [34,] 0.842592593 1.00000000
 [35,] 0.837962963 1.00000000
 [36,] 0.833333333 1.00000000
 [37,] 0.828703704 1.00000000
 [38,] 0.824074074 1.00000000
 [39,] 0.819444444 1.00000000
 [40,] 0.814814815 1.00000000
 [41,] 0.810185185 1.00000000
 [42,] 0.805555556 1.00000000
 [43,] 0.800925926 1.00000000
 [44,] 0.796296296 1.00000000
 [45,] 0.791666667 1.00000000
 [46,] 0.787037037 1.00000000
 [47,] 0.782407407 1.00000000
 [48,] 0.777777778 1.00000000
 [49,] 0.773148148 1.00000000
 [50,] 0.768518519 1.00000000
 [51,] 0.763888889 1.00000000
 [52,] 0.759259259 1.00000000
 [53,] 0.754629630 1.00000000
 [54,] 0.750000000 1.00000000
 [55,] 0.745370370 1.00000000
 [56,] 0.740740741 1.00000000
 [57,] 0.736111111 1.00000000
 [58,] 0.731481481 1.00000000
 [59,] 0.726851852 1.00000000
 [60,] 0.722222222 1.00000000
 [61,] 0.717592593 1.00000000
 [62,] 0.712962963 1.00000000
 [63,] 0.708333333 1.00000000
 [64,] 0.703703704 1.00000000
 [65,] 0.699074074 1.00000000
 [66,] 0.694444444 1.00000000
 [67,] 0.689814815 1.00000000
 [68,] 0.685185185 1.00000000
 [69,] 0.680555556 1.00000000
 [70,] 0.675925926 1.00000000
 [71,] 0.671296296 1.00000000
 [72,] 0.666666667 1.00000000
 [73,] 0.662037037 1.00000000
 [74,] 0.657407407 1.00000000
 [75,] 0.652777778 1.00000000
 [76,] 0.648148148 1.00000000
 [77,] 0.643518519 1.00000000
 [78,] 0.638888889 1.00000000
 [79,] 0.634259259 1.00000000
 [80,] 0.629629630 1.00000000
 [81,] 0.625000000 1.00000000
 [82,] 0.620370370 1.00000000
 [83,] 0.615740741 1.00000000
 [84,] 0.611111111 1.00000000
 [85,] 0.606481481 1.00000000
 [86,] 0.601851852 1.00000000
 [87,] 0.597222222 1.00000000
 [88,] 0.592592593 1.00000000
 [89,] 0.587962963 1.00000000
 [90,] 0.583333333 1.00000000
 [91,] 0.578703704 1.00000000
 [92,] 0.574074074 1.00000000
 [93,] 0.569444444 1.00000000
 [94,] 0.564814815 1.00000000
 [95,] 0.560185185 1.00000000
 [96,] 0.555555556 1.00000000
 [97,] 0.550925926 1.00000000
 [98,] 0.546296296 1.00000000
 [99,] 0.541666667 1.00000000
[100,] 0.537037037 1.00000000
[101,] 0.532407407 1.00000000
[102,] 0.527777778 1.00000000
[103,] 0.523148148 1.00000000
[104,] 0.518518519 1.00000000
[105,] 0.513888889 1.00000000
[106,] 0.509259259 1.00000000
[107,] 0.504629630 1.00000000
[108,] 0.500000000 1.00000000
[109,] 0.495370370 1.00000000
[110,] 0.490740741 1.00000000
[111,] 0.486111111 1.00000000
[112,] 0.481481481 1.00000000
[113,] 0.476851852 1.00000000
[114,] 0.472222222 1.00000000
[115,] 0.467592593 1.00000000
[116,] 0.462962963 1.00000000
[117,] 0.458333333 1.00000000
[118,] 0.453703704 1.00000000
[119,] 0.449074074 1.00000000
[120,] 0.444444444 1.00000000
[121,] 0.439814815 1.00000000
[122,] 0.435185185 1.00000000
[123,] 0.430555556 1.00000000
[124,] 0.425925926 1.00000000
[125,] 0.421296296 1.00000000
[126,] 0.416666667 1.00000000
[127,] 0.412037037 1.00000000
[128,] 0.407407407 1.00000000
[129,] 0.402777778 1.00000000
[130,] 0.398148148 1.00000000
[131,] 0.393518519 1.00000000
[132,] 0.388888889 1.00000000
[133,] 0.388888889 0.98809524
[134,] 0.388888889 0.97619048
[135,] 0.384259259 0.97619048
[136,] 0.379629630 0.97619048
[137,] 0.375000000 0.97619048
[138,] 0.370370370 0.97619048
[139,] 0.365740741 0.97619048
[140,] 0.365740741 0.96428571
[141,] 0.361111111 0.96428571
[142,] 0.356481481 0.96428571
[143,] 0.351851852 0.96428571
[144,] 0.347222222 0.96428571
[145,] 0.342592593 0.96428571
[146,] 0.337962963 0.96428571
[147,] 0.333333333 0.96428571
[148,] 0.328703704 0.96428571
[149,] 0.324074074 0.96428571
[150,] 0.319444444 0.96428571
[151,] 0.314814815 0.96428571
[152,] 0.310185185 0.96428571
[153,] 0.305555556 0.96428571
[154,] 0.300925926 0.96428571
[155,] 0.296296296 0.96428571
[156,] 0.291666667 0.96428571
[157,] 0.287037037 0.96428571
[158,] 0.282407407 0.96428571
[159,] 0.277777778 0.96428571
[160,] 0.273148148 0.96428571
[161,] 0.268518519 0.96428571
[162,] 0.263888889 0.96428571
[163,] 0.259259259 0.96428571
[164,] 0.254629630 0.96428571
[165,] 0.250000000 0.96428571
[166,] 0.245370370 0.96428571
[167,] 0.240740741 0.96428571
[168,] 0.236111111 0.96428571
[169,] 0.231481481 0.96428571
[170,] 0.226851852 0.96428571
[171,] 0.222222222 0.96428571
[172,] 0.217592593 0.96428571
[173,] 0.212962963 0.96428571
[174,] 0.212962963 0.95238095
[175,] 0.212962963 0.94047619
[176,] 0.208333333 0.94047619
[177,] 0.203703704 0.94047619
[178,] 0.199074074 0.94047619
[179,] 0.194444444 0.94047619
[180,] 0.189814815 0.94047619
[181,] 0.185185185 0.94047619
[182,] 0.180555556 0.94047619
[183,] 0.175925926 0.94047619
[184,] 0.171296296 0.94047619
[185,] 0.166666667 0.94047619
[186,] 0.162037037 0.94047619
[187,] 0.157407407 0.94047619
[188,] 0.152777778 0.94047619
[189,] 0.148148148 0.94047619
[190,] 0.143518519 0.94047619
[191,] 0.138888889 0.94047619
[192,] 0.134259259 0.94047619
[193,] 0.129629630 0.94047619
[194,] 0.125000000 0.94047619
[195,] 0.120370370 0.94047619
[196,] 0.115740741 0.94047619
[197,] 0.115740741 0.92857143
[198,] 0.111111111 0.92857143
[199,] 0.106481481 0.92857143
[200,] 0.101851852 0.92857143
[201,] 0.097222222 0.92857143
[202,] 0.097222222 0.91666667
[203,] 0.092592593 0.91666667
[204,] 0.087962963 0.91666667
[205,] 0.087962963 0.90476190
[206,] 0.083333333 0.90476190
[207,] 0.078703704 0.90476190
[208,] 0.074074074 0.90476190
[209,] 0.069444444 0.90476190
[210,] 0.064814815 0.90476190
[211,] 0.060185185 0.90476190
[212,] 0.060185185 0.89285714
[213,] 0.060185185 0.88095238
[214,] 0.055555556 0.88095238
[215,] 0.050925926 0.88095238
[216,] 0.050925926 0.86904762
[217,] 0.046296296 0.86904762
[218,] 0.041666667 0.86904762
[219,] 0.037037037 0.86904762
[220,] 0.037037037 0.85714286
[221,] 0.032407407 0.85714286
[222,] 0.027777778 0.85714286
[223,] 0.027777778 0.84523810
[224,] 0.027777778 0.83333333
[225,] 0.023148148 0.83333333
[226,] 0.018518519 0.83333333
[227,] 0.013888889 0.83333333
[228,] 0.009259259 0.83333333
[229,] 0.004629630 0.83333333
[230,] 0.004629630 0.82142857
[231,] 0.004629630 0.80952381
[232,] 0.004629630 0.79761905
[233,] 0.000000000 0.79761905
[234,] 0.000000000 0.78571429
[235,] 0.000000000 0.77380952
[236,] 0.000000000 0.76190476
[237,] 0.000000000 0.75000000
[238,] 0.000000000 0.73809524
[239,] 0.000000000 0.72619048
[240,] 0.000000000 0.71428571
[241,] 0.000000000 0.70238095
[242,] 0.000000000 0.69047619
[243,] 0.000000000 0.67857143
[244,] 0.000000000 0.66666667
[245,] 0.000000000 0.65476190
[246,] 0.000000000 0.64285714
[247,] 0.000000000 0.63095238
[248,] 0.000000000 0.61904762
[249,] 0.000000000 0.60714286
[250,] 0.000000000 0.59523810
[251,] 0.000000000 0.58333333
[252,] 0.000000000 0.57142857
[253,] 0.000000000 0.55952381
[254,] 0.000000000 0.54761905
[255,] 0.000000000 0.53571429
[256,] 0.000000000 0.52380952
[257,] 0.000000000 0.51190476
[258,] 0.000000000 0.50000000
[259,] 0.000000000 0.48809524
[260,] 0.000000000 0.47619048
[261,] 0.000000000 0.46428571
[262,] 0.000000000 0.45238095
[263,] 0.000000000 0.44047619
[264,] 0.000000000 0.42857143
[265,] 0.000000000 0.41666667
[266,] 0.000000000 0.40476190
[267,] 0.000000000 0.39285714
[268,] 0.000000000 0.38095238
[269,] 0.000000000 0.36904762
[270,] 0.000000000 0.35714286
[271,] 0.000000000 0.34523810
[272,] 0.000000000 0.33333333
[273,] 0.000000000 0.32142857
[274,] 0.000000000 0.30952381
[275,] 0.000000000 0.29761905
[276,] 0.000000000 0.28571429
[277,] 0.000000000 0.27380952
[278,] 0.000000000 0.26190476
[279,] 0.000000000 0.25000000
[280,] 0.000000000 0.23809524
[281,] 0.000000000 0.22619048
[282,] 0.000000000 0.21428571
[283,] 0.000000000 0.20238095
[284,] 0.000000000 0.19047619
[285,] 0.000000000 0.17857143
[286,] 0.000000000 0.16666667
[287,] 0.000000000 0.15476190
[288,] 0.000000000 0.14285714
[289,] 0.000000000 0.13095238
[290,] 0.000000000 0.11904762
[291,] 0.000000000 0.10714286
[292,] 0.000000000 0.09523810
[293,] 0.000000000 0.08333333
[294,] 0.000000000 0.07142857
[295,] 0.000000000 0.05952381
[296,] 0.000000000 0.04761905
[297,] 0.000000000 0.03571429
[298,] 0.000000000 0.02380952
[299,] 0.000000000 0.01190476
[300,] 0.000000000 0.00000000

$AUC
[1] 0.9697972
Class_Bayes=as.numeric(p1_x>0.5)
(M_table=table(z,Class_Bayes))
   Class_Bayes
z     0   1
  0 214   2
  1  14  70
(err=1-sum(diag(M_table))/n)
[1] 0.05333333

Real world data

Dopage

load('Dopage.RData')
x=hema
z=test
Classif_NP(x,z)

$Class
 [1] "negatif" "positif" "positif" "negatif" "positif" "positif" "negatif"
 [8] "positif" "negatif" "negatif" "negatif" "positif" "negatif" "negatif"
[15] "negatif" "negatif" "negatif" "negatif" "negatif" "negatif" "negatif"
[22] "negatif" "negatif" "negatif" "positif" "positif" "negatif" "negatif"
[29] "positif" "positif" "negatif" "negatif" "negatif" "negatif" "negatif"
[36] "positif" "negatif" "negatif" "positif" "negatif" "positif" "negatif"
[43] "positif" "negatif" "positif" "positif" "negatif" "positif" "negatif"
[50] "positif" "negatif" "negatif" "negatif" "negatif" "negatif" "negatif"
[57] "negatif" "negatif" "negatif" "positif" "negatif" "negatif" "positif"
[64] "positif" "negatif" "positif" "negatif" "negatif" "positif" "negatif"
[71] "negatif" "negatif" "negatif" "negatif" "negatif"

$Prob
           negatif       positif
 [1,]  1.000016213 -1.621285e-05
 [2,] -0.015399975  1.015400e+00
 [3,]  0.131798629  8.682014e-01
 [4,]  0.913610113  8.638989e-02
 [5,] -0.007226770  1.007227e+00
 [6,] -0.007434607  1.007435e+00
 [7,]  0.822317428  1.776826e-01
 [8,]  0.452064700  5.479353e-01
 [9,]  1.000037060 -3.706033e-05
[10,]  0.984403703  1.559630e-02
[11,]  1.002079889 -2.079889e-03
[12,]  0.063393131  9.366069e-01
[13,]  0.766288803  2.337112e-01
[14,]  0.998567461  1.432539e-03
[15,]  0.981894532  1.810547e-02
[16,]  0.870295392  1.297046e-01
[17,]  0.990382634  9.617366e-03
[18,]  0.923010966  7.698903e-02
[19,]  1.002976953 -2.976953e-03
[20,]  1.004961146 -4.961146e-03
[21,]  0.851112730  1.488873e-01
[22,]  0.933663838  6.633616e-02
[23,]  0.884913425  1.150866e-01
[24,]  1.004358978 -4.358978e-03
[25,]  0.376311492  6.236885e-01
[26,] -0.014582062  1.014582e+00
[27,]  0.950271761  4.972824e-02
[28,]  0.653951737  3.460483e-01
[29,]  0.141132940  8.588671e-01
[30,] -0.009277185  1.009277e+00
[31,]  0.842818837  1.571812e-01
[32,]  0.953618386  4.638161e-02
[33,]  0.994551141  5.448859e-03
[34,]  0.981510520  1.848948e-02
[35,]  0.748594649  2.514054e-01
[36,]  0.100112801  8.998872e-01
[37,]  0.603680357  3.963196e-01
[38,]  0.966419808  3.358019e-02
[39,]  0.229610874  7.703891e-01
[40,]  1.004793373 -4.793373e-03
[41,]  0.331009187  6.689908e-01
[42,]  0.999996640  3.359742e-06
[43,] -0.007224877  1.007225e+00
[44,]  0.913058111  8.694189e-02
[45,]  0.022202558  9.777974e-01
[46,]  0.019332617  9.806674e-01
[47,]  0.938043481  6.195652e-02
[48,]  0.010994495  9.890055e-01
[49,]  0.936136018  6.386398e-02
[50,]  0.076533578  9.234664e-01
[51,]  1.003810698 -3.810698e-03
[52,]  0.984586259  1.541374e-02
[53,]  0.780585234  2.194148e-01
[54,]  0.962360848  3.763915e-02
[55,]  0.869140063  1.308599e-01
[56,]  0.649572310  3.504277e-01
[57,]  0.836751458  1.632485e-01
[58,]  0.542609205  4.573908e-01
[59,]  0.987977417  1.202258e-02
[60,] -0.015773466  1.015773e+00
[61,]  1.004855560 -4.855560e-03
[62,]  0.782654530  2.173455e-01
[63,]  0.199051930  8.009481e-01
[64,]  0.008278253  9.917217e-01
[65,]  1.001237547 -1.237547e-03
[66,]  0.369378542  6.306215e-01
[67,]  0.925590318  7.440968e-02
[68,]  0.915724000  8.427600e-02
[69,]  0.308905764  6.910942e-01
[70,]  0.995717811  4.282189e-03
[71,]  1.000003364 -3.363682e-06
[72,]  0.710345424  2.896546e-01
[73,]  0.522081041  4.779190e-01
[74,]  1.001423773 -1.423773e-03
[75,]  0.899719315  1.002807e-01

$M_table
         Class
Y         negatif positif
  negatif      47       3
  positif       5      20

$err
[1] 0.1066667
load('Dopage.RData')
x=hema
z=test
(x0=runif(7,min(x),max(x)))
[1] 34.83296 38.20512 40.45646 43.46503 36.46502 37.21142 55.32958
Classif_NP(x,z,x0)

$Class
 [1] "negatif" "positif" "positif" "negatif" "positif" "positif" "negatif"
 [8] "positif" "negatif" "negatif" "negatif" "positif" "negatif" "negatif"
[15] "negatif" "negatif" "negatif" "negatif" "negatif" "negatif" "negatif"
[22] "negatif" "negatif" "negatif" "positif" "positif" "negatif" "negatif"
[29] "positif" "positif" "negatif" "negatif" "negatif" "negatif" "negatif"
[36] "positif" "negatif" "negatif" "positif" "negatif" "positif" "negatif"
[43] "positif" "negatif" "positif" "positif" "negatif" "positif" "negatif"
[50] "positif" "negatif" "negatif" "negatif" "negatif" "negatif" "negatif"
[57] "negatif" "negatif" "negatif" "positif" "negatif" "negatif" "positif"
[64] "positif" "negatif" "positif" "negatif" "negatif" "positif" "negatif"
[71] "negatif" "negatif" "negatif" "negatif" "negatif"

$Prob
           negatif       positif
 [1,]  1.000016213 -1.621285e-05
 [2,] -0.015399975  1.015400e+00
 [3,]  0.131798629  8.682014e-01
 [4,]  0.913610113  8.638989e-02
 [5,] -0.007226770  1.007227e+00
 [6,] -0.007434607  1.007435e+00
 [7,]  0.822317428  1.776826e-01
 [8,]  0.452064700  5.479353e-01
 [9,]  1.000037060 -3.706033e-05
[10,]  0.984403703  1.559630e-02
[11,]  1.002079889 -2.079889e-03
[12,]  0.063393131  9.366069e-01
[13,]  0.766288803  2.337112e-01
[14,]  0.998567461  1.432539e-03
[15,]  0.981894532  1.810547e-02
[16,]  0.870295392  1.297046e-01
[17,]  0.990382634  9.617366e-03
[18,]  0.923010966  7.698903e-02
[19,]  1.002976953 -2.976953e-03
[20,]  1.004961146 -4.961146e-03
[21,]  0.851112730  1.488873e-01
[22,]  0.933663838  6.633616e-02
[23,]  0.884913425  1.150866e-01
[24,]  1.004358978 -4.358978e-03
[25,]  0.376311492  6.236885e-01
[26,] -0.014582062  1.014582e+00
[27,]  0.950271761  4.972824e-02
[28,]  0.653951737  3.460483e-01
[29,]  0.141132940  8.588671e-01
[30,] -0.009277185  1.009277e+00
[31,]  0.842818837  1.571812e-01
[32,]  0.953618386  4.638161e-02
[33,]  0.994551141  5.448859e-03
[34,]  0.981510520  1.848948e-02
[35,]  0.748594649  2.514054e-01
[36,]  0.100112801  8.998872e-01
[37,]  0.603680357  3.963196e-01
[38,]  0.966419808  3.358019e-02
[39,]  0.229610874  7.703891e-01
[40,]  1.004793373 -4.793373e-03
[41,]  0.331009187  6.689908e-01
[42,]  0.999996640  3.359742e-06
[43,] -0.007224877  1.007225e+00
[44,]  0.913058111  8.694189e-02
[45,]  0.022202558  9.777974e-01
[46,]  0.019332617  9.806674e-01
[47,]  0.938043481  6.195652e-02
[48,]  0.010994495  9.890055e-01
[49,]  0.936136018  6.386398e-02
[50,]  0.076533578  9.234664e-01
[51,]  1.003810698 -3.810698e-03
[52,]  0.984586259  1.541374e-02
[53,]  0.780585234  2.194148e-01
[54,]  0.962360848  3.763915e-02
[55,]  0.869140063  1.308599e-01
[56,]  0.649572310  3.504277e-01
[57,]  0.836751458  1.632485e-01
[58,]  0.542609205  4.573908e-01
[59,]  0.987977417  1.202258e-02
[60,] -0.015773466  1.015773e+00
[61,]  1.004855560 -4.855560e-03
[62,]  0.782654530  2.173455e-01
[63,]  0.199051930  8.009481e-01
[64,]  0.008278253  9.917217e-01
[65,]  1.001237547 -1.237547e-03
[66,]  0.369378542  6.306215e-01
[67,]  0.925590318  7.440968e-02
[68,]  0.915724000  8.427600e-02
[69,]  0.308905764  6.910942e-01
[70,]  0.995717811  4.282189e-03
[71,]  1.000003364 -3.363682e-06
[72,]  0.710345424  2.896546e-01
[73,]  0.522081041  4.779190e-01
[74,]  1.001423773 -1.423773e-03
[75,]  0.899719315  1.002807e-01

$M_table
         Class
Y         negatif positif
  negatif      47       3
  positif       5      20

$err
[1] 0.1066667

$Class0
[1] "negatif" "negatif" "negatif" "negatif" "negatif" "negatif" "positif"

$Prob0
           [,1]          [,2]
[1,] 1.00000305 -3.050618e-06
[2,] 1.00013719 -1.371873e-04
[3,] 1.00219450 -2.194498e-03
[4,] 0.99929658  7.034247e-04
[5,] 1.00001215 -1.215382e-05
[6,] 1.00002958 -2.958179e-05
[7,] 0.06916545  9.308346e-01

Iris

data('iris')
attach(iris)
for (j in colnames(iris)[1:4])
{
print(j)
x=get(j)
z=Species
(x0=runif(7,min(x),max(x)))
r=Classif_NP(x,z,x0)
cat('   \n')
cat('Qualité de la classification \n')
cat('matrice de confusion: \n')
print(r$M_table)
cat('erreur:\n')
print(r$err)
cat('   \n')
cat('Estimation \n')
cat('x0:\n')
print(x0)
cat('Class0:\n ')
print(r$Class0)
cat('Prob0:\n')
print(r$Prob0)
cat('   \n')
cat('   \n')
}
[1] "Sepal.Length"
   
Qualité de la classification 
matrice de confusion: 
            Class
Y            setosa versicolor virginica
  setosa         45          5         0
  versicolor      6         28        16
  virginica       1         10        39
erreur:
[1] 0.2533333
   
Estimation 
x0:
[1] 7.383677 7.241126 5.505740 4.557938 4.421192 4.840589 6.402346
Class0:
 [1] virginica  virginica  versicolor setosa     setosa     setosa     virginica 
Levels: setosa versicolor virginica
Prob0:
              [,1]         [,2]         [,3]
[1,] -1.694540e-07  0.064953827 0.9350463429
[2,] -1.807488e-06  0.119120103 0.8808817048
[3,]  4.095701e-01  0.467905717 0.1225241528
[4,]  9.808421e-01  0.006999741 0.0121581895
[5,]  1.021328e+00 -0.021591860 0.0002637113
[6,]  8.821574e-01  0.090485636 0.0273570021
[7,]  5.557136e-03  0.406581415 0.5878614480
   
   
[1] "Sepal.Width"
   
Qualité de la classification 
matrice de confusion: 
            Class
Y            setosa versicolor virginica
  setosa         38          2        10
  versicolor      5         27        18
  virginica      13         21        16
erreur:
[1] 0.46
   
Estimation 
x0:
[1] 3.994071 2.327497 3.662578 3.784874 3.650477 3.901836 4.054478
Class0:
 [1] setosa     versicolor setosa     setosa     setosa     setosa     setosa    
Levels: setosa versicolor virginica
Prob0:
           [,1]          [,2]       [,3]
[1,] 0.90872908 -0.0034884255 0.09475935
[2,] 0.06882036  0.7225055543 0.20867409
[3,] 0.81698693  0.0153854607 0.16762761
[4,] 0.84048795 -0.0003003085 0.15981236
[5,] 0.81384171  0.0176970021 0.16846129
[6,] 0.86993706 -0.0045291613 0.13459210
[7,] 0.93758175 -0.0022903744 0.06470862
   
   
[1] "Petal.Length"
   
Qualité de la classification 
matrice de confusion: 
            Class
Y            setosa versicolor virginica
  setosa         50          0         0
  versicolor      0         46         4
  virginica       0          3        47
erreur:
[1] 0.04666667
   
Estimation 
x0:
[1] 3.298687 6.150212 5.523241 2.971976 6.854861 5.576972 6.101808
Class0:
 [1] versicolor virginica  virginica  versicolor virginica  virginica  virginica 
Levels: setosa versicolor virginica
Prob0:
              [,1]         [,2]         [,3]
[1,]  9.252868e-02  0.920079360 -0.012608036
[2,] -4.601070e-14 -0.018798569  1.018798569
[3,] -3.674481e-11  0.089642825  0.910357175
[4,]  2.917761e-01  0.706762950  0.001460953
[5,] -5.706670e-18 -0.006203513  1.006203513
[6,] -2.225391e-11  0.069280354  0.930719646
[7,] -8.178809e-14 -0.018078626  1.018078626
   
   
[1] "Petal.Width"
   
Qualité de la classification 
matrice de confusion: 
            Class
Y            setosa versicolor virginica
  setosa         50          0         0
  versicolor      0         48         2
  virginica       0          4        46
erreur:
[1] 0.04
   
Estimation 
x0:
[1] 1.6068453 2.2849280 0.1618465 1.0377594 1.4003224 0.9825604 1.7537589
Class0:
 [1] versicolor virginica  setosa     versicolor versicolor versicolor virginica 
Levels: setosa versicolor virginica
Prob0:
              [,1]          [,2]          [,3]
[1,]  2.106430e-07  0.5597915598  4.402082e-01
[2,] -7.168606e-15 -0.0009856619  1.000986e+00
[3,]  1.000588e+00 -0.0005875111 -1.882299e-08
[4,]  5.330843e-02  0.9542377405 -7.546173e-03
[5,]  3.869350e-05  0.8575786576  1.423826e-01
[6,]  1.126288e-01  0.8933980272 -6.026845e-03
[7,]  9.313488e-09  0.3197953225  6.802047e-01