See colAUC in caTools (there is a problem with 1.3 version, 1.4 is on the
way). See "examples" for other functions calculating AUC. An alternative
approach is:
x1 = x[y==1]; n1 = length(x1);
x2 = x[y==0]; n2 = length(x2);
r = rank(c(x1,x2))
auc = (sum(r[1:n1]) - n1*(n1+1)/2) / (n1*n2)
Which is very fast.
Jarek
====================================================\====
Jarek Tuszynski, PhD. o / \
Science Applications International Corporation <\__,|
(703) 676-4192 "> \
[EMAIL PROTECTED] ` \
-----Original Message-----
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of Nina Paynter
Sent: Wednesday, September 28, 2005 4:43 PM
To: [email protected]
Subject: [R] Fast AUC computation
I am doing a simulation with a relatively large data set (20,000
observations) for which I want to calculate the area under the Receiver
Operator Curve (AUC) for many parameter combinations. I am using the ROC
library and the following commands to generate each AUC:
rocobj=rocdemo.sca(truth = ymis, data = model$fitted.values, rule =
dxrule.sca) #generation of observed ROC object
aucobj=AUC(rocobj) #pulling out just the observed AUC - trapezoidal not
integrated
but they are pretty slow.
Does anyone know of a faster way to get the AUC?
Thanks,
Nina
[[alternative HTML version deleted]]
______________________________________________
[email protected] mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide!
http://www.R-project.org/posting-guide.html
______________________________________________
[email protected] mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
