AucDiff: Calculate difference between areas under the ROC curve (AUC)...

In SpecsVerification: Forecast Verification Routines for Ensemble Forecasts of Weather and Climate

Description

Calculate difference between areas under the ROC curve (AUC) between a forecast and a reference forecast for the same observation, and estimate the variance of the AUC difference

Usage

AucDiff(
  fcst,
  fcst.ref,
  obs,
  handle.na = c("na.fail", "only.complete.triplets"),
  use_fn = c("C++", "R")
)

Arguments

fcst	vector of forecasts
fcst.ref	vector of reference forecasts
obs	vector of binary observations (0 for non-occurrence, 1 for occurrence of the event)
handle.na	how should missing values in forecasts and observations be handled; possible values are 'na.fail' and 'only.complete.triplets'; default: 'na.fail'
use_fn	the function used for the calculation: 'C++' (default) for the fast C++ implementation, or 'R' for the slow (but more readable) R implementation

Value

vector with AUC difference, and estimated standard deviation

References

DeLong et al (1988): Comparing the Areas under Two or More Correlated Receiver Operating Characteristic Curves: A Nonparametric Approach. Biometrics. https://www.jstor.org/stable/2531595 Sun and Xu (2014): Fast Implementation of DeLong's Algorithm for Comparing the Areas Under Correlated Receiver Operating Characteristic Curves. IEEE Sign Proc Let 21(11). doi: 10.1109/LSP.2014.2337313

See Also

Auc

Examples

data(eurotempforecast)
AucDiff(rowMeans(ens.bin), ens.bin[, 1], obs.bin)

SpecsVerification documentation built on March 26, 2020, 7:55 p.m.