Skip to content

Instantly share code, notes, and snippets.

@mrchypark
Created January 23, 2019 16:10
Show Gist options
  • Save mrchypark/d4f478f2fcccd4678d844b91c62a39ea to your computer and use it in GitHub Desktop.
Save mrchypark/d4f478f2fcccd4678d844b91c62a39ea to your computer and use it in GitHub Desktop.
library(randomForestSRC)
library(dplyr)
library(ROCR)
library(doParallel)
data(pbc, package="randomForestSRC")
data_na <- na.omit(pbc)
data_na <- data_na %>% dplyr::select(-days)
head <- names(data_na[,2:15])
result <- foreach(VAR=head) %do% {
model <- glm(status~.
,data=data_na[,c("status", VAR)]
,family="binomial")
p <- predict(model, data_na, type="response")
pr <- prediction(p, data_na$status)
auc_list <- performance(pr, measure="auc")
auc <- [email protected][[1]] %>%
list %>%
(function(x) {names(x) <- VAR; return(x)})
}
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment