R/AUC.R

In MKclass: Statistical Classification

## compute AUC
AUC <- function(x, y, group, switchAUC = TRUE, na.rm = TRUE){
    if(missing(y) && missing(group)){
        stop("'y' or 'group' must be specified!")
    }
    if(missing(y) && !missing(group)){
        group <- factor(group)
        if(nlevels(group) != 2)
            stop("'group' must have exactly two different group labels!")
        group <- as.integer(group)-1
        y <- x[group == 1]
        x <- x[group == 0]
    }
    if(na.rm){
        x <- x[!is.na(x)]
        y <- y[!is.na(y)]
    }
    if(all(is.na(x)) || all(is.na(y))) return(NA)
    
    x <- sort(x)
    y <- sort(y)
    nx <- as.numeric(length(x))
    ny <- as.numeric(length(y))
    AUC <- (nx*ny + nx*(nx+1)/2 - sum(rank(c(x,y))[1:nx]))/(nx*ny)
    names(AUC) <- "area under curve (AUC)"
    if(AUC < 0.5 & switchAUC){
	dig <- getOption("digits")
	warning("The computed AUC value ", round(AUC, dig), " will be replaced by ",
		round(1-AUC, dig),  " which can be achieved be interchanging the sample labels!")
        return(1-AUC)
    }else
        return(AUC)
}