package prc

  1. Overview
  2. Docs
package prc
Legend:
Library
Module
Module type
Parameter
Class
Class type

Binormal model

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

type t = {
  1. mu_pos : float;
  2. sigma_pos : float;
  3. mu_neg : float;
  4. sigma_neg : float;
  5. 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