Evaluate False Discovery Proportion (FDP) and True Positive Proportion (TPP)

This function calculates the false discovery rate and true positive rate based on selected variables, known null variables (negatives), and known non-null variables (positives).

perf_eval(selected, positives, negatives)

Arguments

selected

A vector of indices of selected variables.

positives

A vector of indices of known non-null variables.

negatives

A vector of indices of known null variables.

Value

A numeric vector of length 2 containing: - `tpr`: The true positive rate. - `fdr`: The false discovery rate.

Examples

perf_eval(selected = c(1, 2, 3, 5), positives = 1:4, negatives = 5:10)
#> [1] 0.75 0.25