auc.test: AUC based independence test

Description Usage Arguments Value Author(s) References

Description

AUC based independence test. We evaluate the significance of the AUC based statistic (Null hypothesis: AUC = 0.5, that is to say, X have no prediction ability for Y).

Usage

1
auc.test(testy, yhat)

Arguments

testy

A binary (0 or 1) vector, which will be predicted.

yhat

A vector, prediction probabilities of testy equals to 1.

Value

result A list of average AUC estimator and pvalue of AUC based significance test.

Author(s)

Yi Li, liyistat@gmail.com

References

Yi Li, Xiaoyu Liu, et al. knnAUC : k-nearest neighbors AUC test.BMC Bioinformatics.2018.

Mason, S. J. and Graham, N. E. (2002), Areas beneath the relative operating characteristics (ROC) and relative operating levels (ROL) curves: Statistical significance and interpretation. Q.J.R. Meteorol. Soc. doi:10.1256/003590002320603584


liyistat/knnAUC documentation built on May 12, 2019, 10:51 a.m.