I have a toy example reproduced below in which the response variable has
three possible classes. I am trying to create an ROC but not sure how to
deal with it when there are three classes.

    library(ipred)
    control = rpart.control(maxdepth = 20, minsplit = 20, cp = 0.01,
maxsurrogate=2, surrogatestyle = 0, xval=25)
    n <- 500; p <- 10
    f <- function(x,a,b,d) return( a*(x-b)^2+d )
    x1 <- runif(n/2,0,4)
    y1 <- f(x1,-1,2,1.7)+runif(n/2,-1,1)
    x2 <- runif(n/2,2,6)
    y2 <- f(x2,1,4,-1.7)+runif(n/2,-1,1)
    y <- c(rep(-1,floor(n/3)),rep(0,ceiling(n/3)), rep(1,ceiling(n/3)))
    dat <- data.frame(y=factor(y),x1=c(x1,x2),x2=c(y1,y2),
matrix(rnorm(n*(p-2)),ncol=(p-2)))
    names(dat)<-c("y",paste("x",1:p,sep=""))
    dat

    plot(dat$x1,dat$x2,pch=c(1:2)[y], col=c(1,8)[y],
         xlab=names(dat)[2],ylab=names(dat)[3])
    indtrain<-sample(1:n,300,replace=FALSE)
    train<-dat[indtrain,]; dim(train)
    test<-dat[setdiff(1:n,indtrain),]; dim(test)
    test

    mod <- bagging(y~.,  data=train, control=control, coob=TRUE, nbagg=25,
keepX = TRUE)
    mod
    pred<-predict(mod, newdata=test[,-1],type="prob", aggregation=
"average"); pred


For two class case, I use to do the following but it is no longer valid for
three classes.

    yhat <- pred[,2]
    y = test[, -1]
    plot.roc(y, yhat)



Any help will be appreciated.
Thanks
-- 
-------------
Mary Kindall
Yorktown Heights, NY
USA

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