r - Add extra penalty for each FP -


i familiar rocr package, , used following code

library(rocr) data(rocr.simple) pred <- prediction( rocr.simple$predictions, rocr.simple$labels) perf <- performance(pred,"tpr","fpr") plot(perf)

but find optimal cutoff, need add penalty of 10 each fp, , 100 each tn

how can using rocr package?

i guess, found answer

  auc.tmp <- performance(res,"auc",cost.fp=100, cost.tn=10);

in way can costs each cell in confusion matrix, still looking way obtain cutoffs


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