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auc

Compute the area under the curve of a given performance measure.


Description

This function computes the area under the sensitivity curve (AUSEC), the area under the specificity curve (AUSPC), the area under the accuracy curve (AUACC), or the area under the receiver operating characteristic curve (AUROC).

Usage

auc(x, min = 0, max = 1)

Arguments

x

an object produced by one of the functions sensitivity, specificity, accuracy, or roc

min

a numeric value between 0 and 1, denoting the cutoff that defines the start of the area under the curve

max

a numeric value between 0 and 1, denoting the cutoff that defines the end of the area under the curve

Value

A numeric value between zero and one denoting the area under the curve

Author(s)

Authors: Michel Ballings and Dirk Van den Poel, Maintainer: Michel.Ballings@UGent.be

References

Ballings, M., Van den Poel, D., Threshold Independent Performance Measures for Probabilistic Classifcation Algorithms, Forthcoming.

See Also

Examples

data(churn)

auc(sensitivity(churn$predictions,churn$labels))

auc(specificity(churn$predictions,churn$labels))

auc(accuracy(churn$predictions,churn$labels))

auc(roc(churn$predictions,churn$labels))

AUC

Threshold independent performance measures for probabilistic classifiers.

v0.3.0
GPL (>= 2)
Authors
Michel Ballings and Dirk Van den Poel
Initial release
2013-09-30

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