double maxExpectation(int M, vector <int> day, vector <int> win, vector <int> gain) {
Max = M;
IIVec Days;
int i;
for (i = 0; i < (int)day.size(); ++i) {
if (win[i] > 0 && gain[i] > 0) {
Days.push_back(II(day[i], i));
}
}
sort(Days.begin(), Days.end());
_day.clear();
_win.clear();
_gain.clear();
memset(memo, 0, sizeof(memo));
for (i = 0; i < (int)Days.size(); ++i) {
_day.push_back(Days[i].first);
_win.push_back(win[Days[i].second] * 0.01);
_gain.push_back(gain[Days[i].second]);
}
if (Days.size() <= 0 || M <= _day[0]) {
return M;
}
return rec(0, M - _day[0]);
}
double ROC(const DoubleVec & _score_pos, const DoubleVec & _score_neg, DoubleVec &sens_vec, DoubleVec &spec_vec, DoubleVec &cutoffs)
{
if(_score_pos.size()==0 || _score_neg.size()==0)
{
cout << "Error: No positive or negative scores";
return(-1);
}
sens_vec.clear();
spec_vec.clear();
cutoffs.clear();
DoubleVec score_pos=_score_pos;
DoubleVec score_neg=_score_neg;
std::sort(score_pos.begin(),score_pos.end());
std::sort(score_neg.begin(),score_neg.end());
double integral=0;
sens_vec.push_back(0);
spec_vec.push_back(1);
cutoffs.push_back(min(score_neg.front(),score_pos.front()));
DoubleVec::const_iterator cut_neg=score_neg.begin();
DoubleVec::const_iterator cut_pos=score_pos.begin();
while(cut_pos<score_pos.end())
{
while(cut_neg<score_neg.end()) // Move cut_neg to first value >= cut_pos
{
if(*cut_neg<*cut_pos)
cut_neg++;
else
break;
}
unsigned TP=unsigned(cut_pos-score_pos.begin());
unsigned FP=unsigned(cut_neg-score_neg.begin());
unsigned TN=score_neg.size()-FP;
unsigned FN=score_pos.size()-TP;
double sens=double(TP)/score_pos.size();
double spec=double(TN)/score_neg.size();
integral+=(sens-sens_vec.back())*(spec+spec_vec.back())/2.0;
sens_vec.push_back(sens);
spec_vec.push_back(spec);
cutoffs.push_back(*cut_pos);
double last_cutoff=*cut_pos;
while(cut_pos<score_pos.end()) // Advance cut_pos while = last cutoff !!Change that to move cut_pos to first value >= cut_neg, perfect symmetry
{
if(*cut_pos==last_cutoff)
cut_pos++;
else
break;
}
while(cut_neg<score_neg.end()) // Advance cut_pos while = last cutoff
{
if(*cut_neg==last_cutoff)
cut_neg++;
else
break;
}
TP=unsigned(cut_pos-score_pos.begin());
FP=unsigned(cut_neg-score_neg.begin());
TN=score_neg.size()-FP;
FN=score_pos.size()-TP;
sens=double(TP)/score_pos.size();
spec=double(TN)/score_neg.size();
integral+=(sens-sens_vec.back())*(spec+spec_vec.back())/2.0;
sens_vec.push_back(sens);
spec_vec.push_back(spec);
double cp=score_pos.back();
double cn=score_neg.back();
if(cut_pos<score_pos.end())
cp=*cut_pos;
if(cut_neg<score_neg.end())
cn=*cut_neg;
cutoffs.push_back(min(cp,cn));
}
integral+=(1-sens_vec.back())*(spec_vec.back()+0)/2.0;
sens_vec.push_back(1);
spec_vec.push_back(0);
cutoffs.push_back(max(score_neg.back(),score_pos.back()));
return(integral);
}