R/auc.R

In glmnet: Lasso and Elastic-Net Regularized Generalized Linear Models

Defines functions auc

Documented in auc

auc=function(y,prob,w){
    if(missing(w))
        concordance(y~prob)$concordance
    else concordance(y~prob,weights=w)$concordance
    }

Try the glmnet package in your browser