Shows the smooth model-implied ROC as a credible-band ribbon, with the
model-implied operating points overlaid as colour-coded markers with
crosshair error bars (uncertainty in both directions). For binary
multi-criteria fits the points are the several criterion levels; for
rating models they are the K-1 confidence thresholds (labelled
t1..t(K-1)). Pass observed to overlay empirical points from
roc_observed().
Arguments
- x
A
"bmm_sdt_roc"object fromroc_sdt().- observed
Optional
"bmm_sdt_roc_observed"object fromroc_observed()to overlay as empirical points.- condition_col
Optional character. Condition column for colour/faceting. If
NULL(default), auto-detected.- add_diagonal
Logical. Draw the chance-level diagonal (default
TRUE).- scale
Either
"probability"(default) for the usual hit vs. false- alarm-rate axes, or"quantile"(alias"z") for the quantile-transformed axes (the inverse CDF of the fitted noise distribution).- ribbon_alpha
Numeric. Transparency of the credible band (default
0.25).- point_size
Numeric. Size of operating-point markers (default
2.5).- ...
Ignored.
Value
A ggplot2 object. The credible band (ribbon) is the pointwise
posterior interval of the hit rate at each criterion value, plotted at
that criterion's posterior-mean false-alarm rate; it does not include
uncertainty in the false-alarm rate.
Details
With scale = "quantile" (or its alias scale = "z") the rates are read on
the distribution's quantile axis via the transform -qf(1 - rate), where qf
is the inverse CDF of the fitted noise distribution, and the axis label names
that transform (z for normal, logit for logistic, loglog/cloglog for
the Gumbel distributions). On this axis the binary model ROC is a straight
line with slope 1 / exp(sdratio) and intercept d * sqrt((1 + exp(sdratio)^2) / 2) / exp(sdratio) – the separation in noise-SD units over the signal SD, since
d is \(d_a\) – so a slope below 1 is the unequal-variance signature
(signal SD > noise SD), and departures of the observed points from a straight
line diagnose misfit. This linearity holds for all four distributions. The
(0,0) and (1,1) endpoints map to infinity and are dropped on the transformed
scale.
