Area under the ROC
Function copied from glmnet package (modified to ensure deterministic results). Calculates weighted AUC, i.e. the area under the receiver operating curve. The larger, the better.
AUC(actual, predicted, w = NULL, ...)
actual |
Observed values (0 or 1). |
predicted |
Predicted values of any value (not necessarly between 0 and 1). |
w |
Optional case weights. |
... |
Further arguments passed by other methods. |
The unweighted version can be different from the weighted one with unit weights due to ties in predicted.
A numeric vector of length one.
AUC(c(0, 0, 1, 1), c(0.1, 0.1, 0.9, 0.8)) AUC(c(1, 0, 0, 1), c(0.1, 0.1, 0.9, 0.8)) AUC(c(1, 0, 0, 1), 2 * c(0.1, 0.1, 0.9, 0.8)) AUC(c(1, 0, 0, 1), c(0.1, 0.1, 0.9, 0.8), w = rep(1, 4)) # different from last due to ties AUC(c(1, 0, 0, 1), c(0.1, 0.2, 0.9, 0.8)) AUC(c(1, 0, 0, 1), c(0.1, 0.2, 0.9, 0.8), w = rep(1, 4)) # same as last (no ties) AUC(c(0, 0, 1, 1), c(0.1, 0.1, 0.9, 0.8), w = 1:4)
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