permTestAUC: Perform AUC permutation test.

In WinVector/sigr: Succinct and Correct Statistical Summaries for Reports

Perform AUC permutation test.

Description

Estimate significance of AUC by permutation test.

Usage

permTestAUC(
  d,
  modelName,
  yName,
  yTarget = TRUE,
  ...,
  na.rm = FALSE,
  returnScores = FALSE,
  nrep = 100,
  parallelCluster = NULL
)

Arguments

d	data.frame
modelName	character model column name
yName	character outcome column name
yTarget	target to match to y
...	extra arguments (not used)
na.rm	logical, if TRUE remove NA values
returnScores	logical if TRUE return detailed permutedScores
nrep	number of permutation repetitions to estimate p values.
parallelCluster	(optional) a cluster object created by package parallel or package snow

Value

AUC statistic

Examples

set.seed(25325)
d <- data.frame(x1=c(1,2,3,4,5,6,7,7),
                y=c(FALSE,TRUE,FALSE,FALSE,
                    TRUE,TRUE,FALSE,TRUE))
permTestAUC(d,'x1','y',TRUE)

WinVector/sigr documentation built on Aug. 29, 2023, 3:57 a.m.