auc_cpp {SpecsVerification}

Calculate AUC and its sampling standard deviation (Internal C++ implementation)

Description

Calculate AUC and its sampling standard deviation (Internal C++ implementation)

Usage

auc_cpp(fcst, obs)

Arguments

fcst

numeric vector of forecasts (NAs are not allowed)

obs

vector of binary observations (obs[t] evaluates to TRUE if event happens at instance t, to FALSE otherwise)

Value

AUC and its sampling standard deviation

See Also

Auc AucDiff