approxAUC: Approximate AUC

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Description

AUC can be computed exactly by sorting the fitted values, which is often computationally slow. Instead, we can approximate the AUC numerically using monte carlo.

Usage

approxAUC(y, yhat, n = 1000)

Arguments

y	the actual class labels [0-1]
yhat	the predicted probabilities
n	number of samples to draw

Author(s)

erik, Neal Fultz

References

http://stackoverflow.com/questions/4903092/calculate-auc-in-r

Examples

g <- glm(y~x,data=data.frame(x=1:10,y=1:10))
classMethods(g)

stackoverflow documentation built on Jan. 10, 2020, 9:07 a.m.