R/auc.mat.R

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

Defines functions auc.mat

Documented in auc.mat

auc.mat=function(y,prob,weights=rep(1,nrow(y))){
    Weights=as.vector(weights*y)
    ny=nrow(y)
    Y=rep(c(0,1),c(ny,ny))
    Prob=c(prob,prob)
    auc(Y,Prob,Weights)
  }

  

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