A set of MATLAB functions for evaluating generalization performance in binary classification.
acc_ppi(C,alpha)
% Posterior probability interval of the accuracy.
%
% Usage:
% [a_lower,a_upper] = acc_ppi(C,alpha)
%
% Arguments:
% C - 2x2 confusion matrix of classification outcomes
% alpha - The posterior probability interval will cover 1-alpha of
% probability mass such that (1-alpha)/2 remains on either end of
% the distribution.
% Kay H. Brodersen, ETH Zurich, Switzerland
% http://people.inf.ethz.ch/bkay/
% $Id: acc_ppi.m 8245 2010-10-22 12:57:51Z bkay $
% -------------------------------------------------------------------------
function [a_lower,a_upper] = acc_ppi(C,alpha)
A = C(1,1)+C(2,2) + 1;
B = C(1,2)+C(2,1) + 1;
a_lower = betainv(alpha/2,A,B);
a_upper = betainv(1-alpha/2,A,B);
end