auc: Area under the ROC curve

In markvdwiel/GRridge: Better prediction by use of co-data: Adaptive group-regularized ridge regression

Description

Computes Area-under-the-ROC-curve

Usage

auc(rocout)

Arguments

rocout

Matrix with two rows

Details

Operates on the output of roc. The rows of the input matrix represent the False Positive Rates (FPR) and corresponding True Positive Rates (TPR) at fixed thresholds.

Value

Numeric. Interpolated Area-under-the-ROC-curve.

Author(s)

Mark A. van de Wiel

See Also

ROC-curves: roc. creating multiple partitions: CreatePartition. Examples: grridge.

Examples

# Load data objects
data(dataFarkas)

## In this example, we provide one partition only
## see "CreatePartition" for examples in creating multiple partitions
firstPartition <- CreatePartition(CpGannFarkas)

# grFarkas <- grridge(datcenFarkas,respFarkas, firstPartition,monotone=FALSE)

## Prediction of the grridge model to the training samples
#cutoffs <- rev(seq(0,1,by=0.1))
#fakenew <- datcenFarkas
#yhat <- predict.grridge(grFarkas,fakenew)

#rocridgeF <- roc(probs=as.numeric(yhat[,2]),true=respFarkas[1:30],cutoffs=cutoffs)
#auc(rocridgeF)

markvdwiel/GRridge documentation built on May 21, 2019, 12:25 p.m.