Packaged: 2018-05-01 13:33:47 UTC; SCalonico

Packaged: 2019-01-10 22:46:17 UTC; SCalonico

Author: Sebastian Calonico <sebastian.calonico@columbia.edu>, Matias D. Cattaneo <cattaneo@princeton.edu>, Max H. Farrell <max.farrell@chicagobooth.edu>

Description: Tools for data-driven statistical analysis using local polynomial regression and kernel density estimation methods as described in Calonico, Cattaneo and Farrell (2018, <doi:10.1080/01621459.2017.1285776>): lprobust() for local polynomial point estimation and robust bias-corrected inference, lpbwselect() for local polynomial bandwidth selection, kdrobust() for kernel density point estimation and robust bias-corrected inference, kdbwselect() for kernel density bandwidth selection, and nprobust.plot() for plotting results. The main methodological and numerical features of this package are described in Calonico, Cattaneo and Farrell (2019, <doi:10.18637/jss.v091.i08>).

Packaged: 2020-03-31 20:52:14 UTC; SCalonico

Title: Neyman-Pearson Receiver Operator Curve
Author: Yang Feng, Jessica Li and Xin Tong
Imports: glmnet, e1071, randomForest, MASS, parallel, ada, stats,
Description: Given a sample of class 0 and class 1 and a classification method, the package generates the corresponding Neyman-Pearson classifier with a pre-specified type-I error control and Neyman-Pearson Receiver Operator Curve.

Title: Neyman-Pearson Receiver Operating Characteristics
Description: Given a sample of class 0 and class 1 and a classification method, the package generates the corresponding Neyman-Pearson classifier with a pre-specified type-I error control and Neyman-Pearson Receiver Operating Characteristics.

Title: Neyman-Pearson (NP) Classification Algorithms and NP Receiver
Author: Yang Feng, Jingyi Jessica Li and Xin Tong
Description: In many binary classification applications, such as disease diagnosis and spam detection, practitioners commonly face the need to limit type I error (i.e., the conditional probability of misclassifying a class 0 observation as class 1) so that it remains below a desired threshold. To address this need, the Neyman-Pearson (NP) classification paradigm is a natural choice; it minimizes type II error (i.e., the conditional probability of misclassifying a class 1 observation as class 0) while enforcing an upper bound, alpha, on the type I error. Although the NP paradigm has a century-long history in hypothesis testing, it has not been well recognized and implemented in classification schemes. Common practices that directly limit the empirical type I error to no more than alpha do not satisfy the type I error control objective because the resulting classifiers are still likely to have type I errors much larger than alpha. As a result, the NP paradigm has not been properly implemented for many classification scenarios in practice. In this work, we develop the first umbrella algorithm that implements the NP paradigm for all scoring-type classification methods, including popular methods such as logistic regression, support vector machines and random forests. Powered by this umbrella algorithm, we propose a novel graphical tool for NP classification methods: NP receiver operating characteristic (NP-ROC) bands, motivated by the popular receiver operating characteristic (ROC) curves. NP-ROC bands will help choose in a data adaptive way and compare different NP classifiers. The paper is available at <arXiv:1608.03109>.