VUS: Volume under the ROC surface

In VUROCS: Volume under the ROC Surface for Multi-Class ROC Analysis

Description

This function computes the volume under the ROC surface (VUS) for a vector of realisations y (i.e. realised categories) and a vector of predictions fx (i.e. values of the a ranking function f) for the purpose of assessing the discrimiatory power in a multi-class classification problem. This is achieved by counting the number of r-tuples that are correctly ranked by the ranking function f. Thereby, r is the number of classes of the response variable y.

Usage

VUS(y, fx)

Arguments

y	a vector of realized categories.
fx	a vector of predicted values of the ranking function f.

Value

The implemented algorithm is based on Waegeman, De Baets and Boullart (2008). A list of length two is returned, containing the following components:

val	volume under the ROC surface
count	counts the number of observations falling into each category

References

Waegeman W., De Baets B., Boullart L., 2008. On the scalability of ordered multi-class ROC analysis. Computational Statistics & Data Analysis 52, 3371-3388.

Examples

VUS(rep(1:5,each=3),c(3,3,3,rep(2:5,each=3)))

Example output

$val
[1] 0

$count
[1] 3 3 3 3 3

VUROCS documentation built on April 14, 2020, 6:47 p.m.