imblearn

The imblearn package contains implementation of constrained $\psi$-learning methods to optimize false positive rate, false negative rate, recall, precision and $F_\beta$ score. The details of the algorithms can be found in

1. Liu and Zhu (2022): On the consistent estimation of optimal Receiver Operating Characteristic (ROC) curve
2. Liu and Zhu (2022): classification for imbalanced dataset.

To install imblearn from github, type in R console

devtools::install_github("renxiongliu/imblearn")

Note that the installation above requires using R package devtools (which can be installed using install.packages("devtools")).

Please check the accompanying vignette on how to use the imblearn package.