Auc {SpecsVerification}

Calculate area under the ROC curve (AUC) for a forecast and its verifying binary observation, and estimate the variance of the AUC

Description

Calculate area under the ROC curve (AUC) for a forecast and its verifying binary observation, and estimate the variance of the AUC

Usage

Auc(
  fcst,
  obs,
  handle.na = c("na.fail", "only.complete.pairs"),
  use_fn = c("C++", "R")
)

Arguments

fcst

vector of forecasts

obs

vector of binary observations (0 for non-occurrence, 1 for occurrence of the event)

handle.na

how should missing values in forecasts and observations be handled; possible values are 'na.fail' and 'only.complete.pairs'; default: 'na.fail'

use_fn

the function used for the calculation: 'C++' (default) for the fast C++ implementation, or 'R' for the slow (but more readable) R implementation

Value

vector containing AUC and its estimated sampling standard deviation

References

DeLong et al (1988): Comparing the Areas under Two or More Correlated Receiver Operating Characteristic Curves: A Nonparametric Approach. Biometrics. https://www.jstor.org/stable/2531595 Sun and Xu (2014): Fast Implementation of DeLong's Algorithm for Comparing the Areas Under Correlated Receiver Operating Characteristic Curves. IEEE Sign Proc Let 21(11). doi: 10.1109/LSP.2014.2337313

See Also

AucDiff

Examples

data(eurotempforecast)
Auc(rowMeans(ens.bin), obs.bin)