AUC {measures}

Area under the curve

Description

Integral over the graph that results from computing fpr and tpr for many different thresholds.

Usage

AUC(probabilities, truth, negative, positive)

Arguments

probabilities

[numeric] vector of predicted probabilities

truth

vector of true values

negative

negative class

positive

positive class

Examples

n = 20
set.seed(125)
truth = as.factor(sample(c(1,0), n, replace = TRUE))
probabilities = runif(n)
response = as.factor(as.numeric(probabilities > 0.5))
positive = 1
negative = 0
AUC(probabilities, truth, negative, positive)