MetricsWeighted (version 0.5.4)

AUC: Area under the ROC

Description

Function modified from glmnet package (modified to ensure deterministic results). Calculates weighted AUC, i.e. the area under the receiver operating curve. The larger, the better.

Usage

AUC(actual, predicted, w = NULL, ...)

Value

A numeric vector of length one.

Arguments

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.

Details

The unweighted version can be different from the weighted one with unit weights due to ties in predicted.

See Also

gini_coefficient.

Examples

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))
# different from last due to ties 'in predicted':
AUC(c(1, 0, 0, 1), c(0.1, 0.1, 0.9, 0.8), w = rep(1, 4))