plot_roc.R

plot_roc <- function(roc, threshold, cost_of_fp, cost_of_fn) {
  library(gridExtra)
  
  norm_vec <- function(v) (v - min(v))/diff(range(v))
  
  idx_threshold = which.min(abs(roc$threshold-threshold))
  
  col_ramp <- colorRampPalette(c("green","orange","red","black"))(100)
  col_by_cost <- col_ramp[ceiling(norm_vec(roc$cost)*99)+1]
  p_roc <- ggplot(roc, aes(fpr,tpr)) + 
    geom_line(color=rgb(0,0,1,alpha=0.3)) +
    geom_point(color=col_by_cost, size=4, alpha=0.5) +
    coord_fixed() +
    geom_line(aes(threshold,threshold), color=rgb(0,0,1,alpha=0.5)) +
    labs(title = sprintf("ROC")) + xlab("FPR") + ylab("TPR") +
    geom_hline(yintercept=roc[idx_threshold,"tpr"], alpha=0.5, linetype="dashed") +
    geom_vline(xintercept=roc[idx_threshold,"fpr"], alpha=0.5, linetype="dashed")
  
  p_cost <- ggplot(roc, aes(threshold, cost)) +
    geom_line(color=rgb(0,0,1,alpha=0.3)) +
    geom_point(color=col_by_cost, size=4, alpha=0.5) +
    labs(title = sprintf("cost function")) +
    geom_vline(xintercept=threshold, alpha=0.5, linetype="dashed")
  
  sub_title <- sprintf("threshold at %.2f - cost of FP = %d, cost of FN = %d", threshold, cost_of_fp, cost_of_fn)

  grid.arrange(p_roc, p_cost, ncol=2, sub=textGrob(sub_title, gp=gpar(cex=1), just="bottom"))
}