| VUS {VUROCS} | R Documentation |
Volume under the ROC surface
Description
This function computes the volume under the ROC surface (VUS) for a vector of realisations y (i.e. realised categories) and a vector of predictions fx (i.e. values of the a ranking function f) for the purpose of assessing the discrimiatory power in a multi-class classification problem. This is achieved by counting the number of r-tuples that are correctly ranked by the ranking function f. Thereby, r is the number of classes of the response variable y.
Usage
VUS(y, fx)
Arguments
y |
a vector of realized categories. |
fx |
a vector of predicted values of the ranking function f. |
Value
The implemented algorithm is based on Waegeman, De Baets and Boullart (2008). A list of length two is returned, containing the following components:
val |
volume under the ROC surface |
count |
counts the number of observations falling into each category |
References
Waegeman W., De Baets B., Boullart L., 2008. On the scalability of ordered multi-class ROC analysis. Computational Statistics & Data Analysis 52, 3371-3388.
Examples
VUS(rep(1:5,each=3),c(3,3,3,rep(2:5,each=3)))