aucdiff_cpp {SpecsVerification}

Calculate AUC difference 'AUC(fcst,obs) - AUC(fcst_ref, obs)' of two forecasts for the same observations, and the sampling standard deviation of the AUC difference (Internal C++ implementation)

Description

Calculate AUC difference 'AUC(fcst,obs) - AUC(fcst_ref, obs)' of two forecasts for the same observations, and the sampling standard deviation of the AUC difference (Internal C++ implementation)

Usage

aucdiff_cpp(fcst, fcst_ref, obs)

Arguments

fcst

numeric vector of forecasts (NAs are not allowed)

fcst_ref

numeric vector of reference 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 values, their sampling standard deviations, the AUC difference, and their sampling standard deviations

See Also

Auc AucDiff