% % Problem EPage 392 % % Examples 9.8 % % Written by: % -- % John L. Weatherwax 2008-02-20 % % email: wax@alum.mit.edu % % Please send comments and especially bug reports to the % above email address. % %----- clear all; close all; clc; addpath('../../Code/CSTool'); load bank; pfa = linspace(0,1,100); pfa(1)=[]; pfa(end)=[]; roc_h = figure; % create the ROC curve based on fewer feature ... if desired: % %forge=forge(:,1); genuine=genuine(:,1); %forge=forge(:,2); genuine=genuine(:,2); forge=forge(:,3); genuine=genuine(:,3); %forge=forge(:,4); genuine=genuine(:,4); %forge=forge(:,[3,4]); genuine=genuine(:,[3,4]); % % use hold-one-out cross-validation to estimate the ROC curve % 1) using a parametric approach (multi-dimensional Gaussian) % prob_9_8_mdG_ROC; % % use hold-one-out cross-validation to estimate the ROC curve % 2) using a non-parametric product kernel density % prob_9_8_prD_ROC; figure(roc_h); legend([ph_mdG,ph_prD],{'multidimensional Gaussian','product kernel'},'location','best'); saveas(gcf,'prob_9_8_rocs','epsc');