calc_mROC_stats {predtools}

Calculates the absolute surface between the empirical and expected ROCs

Description

Calculates the absolute surface between the empirical and expected ROCs

Usage

calc_mROC_stats(y, p, ordered = FALSE, fast = TRUE)

Arguments

y

y vector of binary responses

p

p vector of predicted probabilities (same length as y)

ordered

defaults to false

fast

defaults to true

Value

Returns a list with the A (mean calibration statistic) and B (mROC/ROC equality statistic) as well as the direction of potential miscalibration (sign of the difference between the actual and predicted mean risk)