Area under the ROC curve (AUC)
auc computes the area under the receiver-operator characteristic curve (AUC).
auc(actual, predicted)
actual |
The ground truth binary numeric vector containing 1 for the positive class and 0 for the negative class. |
predicted |
A numeric vector of predicted values, where the smallest values correspond
to the observations most believed to be in the negative class
and the largest values indicate the observations most believed
to be in the positive class. Each element represents the
prediction for the corresponding element in |
auc uses the fact that the area under the ROC curve is equal to the probability
that a randomly chosen positive observation has a higher predicted value than a
randomly chosen negative value. In order to compute this probability, we can
calculate the Mann-Whitney U statistic. This method is very fast, since we
do not need to compute the ROC curve first.
actual <- c(1, 1, 1, 0, 0, 0) predicted <- c(0.9, 0.8, 0.4, 0.5, 0.3, 0.2) auc(actual, predicted)
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