metric_ROC: metric_ROC

In gloverd2/admr: Contains standard functions for Admiral Advance Analytics

Description

Return the area under the ROC curve

Usage

metric_ROC(actual, predicted, weight = NULL, na.rm = FALSE)

Arguments

actual	Array[Numeric] - 0 or 1 - Values we are aiming to predict.
predicted	Array[Numeric] / DataFrame[Numeric] - Between 0 and 1 - Values that we have predicted.
weight	Optional: Array[Numeric] - Weighting of predictions. If NULL even weighting is used.
na.rm	logical. Should missing values be removed?

Value

Area under the ROC curve. Single value if predicted is vector. Named list if predicted is dataframe.

See Also

plot_ROC

Examples

data <- data.frame(x1=runif(100), x2=runif(100), noise=rnorm(100, sd=0.2)) %>%
  mutate(target=ifelse(x1 + noise>0.5, 1, 0))

metric_ROC(actual=data$target, predicted=data$x1)
metric_ROC(actual=data$target, predicted=data[c("x1","x2")])

gloverd2/admr documentation built on Dec. 2, 2020, 11:16 p.m.