Hi all,
I would like to calculate the area under the ROC curve for my predictive
model. I have managed to plot points giving me the ROC curve. However, I do
not know how to get the value of the area under.
Does anybody know of a function that would give the result I want using an
array of
olivier.abz wrote:
Hi all,
I would like to calculate the area under the ROC curve for my predictive
model. I have managed to plot points giving me the ROC curve. However, I do
not know how to get the value of the area under.
Does anybody know of a function that would give the result I want
Well, you can use the trapezoidal rule to numerically calculate any area under
the curve. I don't know if a specific exists but you could create one. The
principle is basically to compute the area between two successive points of
your profile with:
AREA=0.5*(Response1 + Response2)/(Time2-Time1)
-Original Message-
From: r-help-boun...@r-project.org
[mailto:r-help-boun...@r-project.org] On Behalf Of olivier.abz
Sent: Thursday, October 22, 2009 7:23 AM
To: r-help@r-project.org
Subject: [R] How to calculate the area under the curve
Hi all,
I would like to calculate
I assume that you have an ordered pair (x, y) data, where x = sensitivity, and
y = 1 - specificity. Your `x' values may or may not be equally spaced. Here
is how you could solve your problem. I show this with an example where we can
compute the area-under the curve exactly:
# Area under
See package ROCR. Then see ?performance; in the details, it describes a
measure of auc.
Tom Fletcher
-Original Message-
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org]
On Behalf Of olivier.abz
Sent: Thursday, October 22, 2009 9:23 AM
To: r-help@r-project.org
I'm not clear on why we are emphasizing the trapezoidal rule when the
Wilcoxon approach gives you everything plus a standard error.
Frank
Ravi Varadhan wrote:
I assume that you have an ordered pair (x, y) data, where x = sensitivity, and
y = 1 - specificity. Your `x' values may or may not
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