auroc.model: Compute area under the ROC curve according to model-based...

In pmckeigue/wevid: Weight of evidence for quantifying performance of a binary classifier

Description

Compute area under the ROC curve according to model-based densities

Usage

auroc.model(densities)

Arguments

densities

Adjusted densities computed by Wdensities.fromraw.

Value

The area under the model-based ROC curve computed from the densities of the weight of evidence in cases and noncases. This model-based ROC curve is always concave (if the densities have been adjusted to make them mathematically consistent).

See Also

plotroc

Examples

data("cleveland") # load example dataset
W <- with(cleveland, weightsofevidence(posterior.p, prior.p))
densities.unadj <- Wdensities.unadjusted(cleveland$y, W)
densities.adj <- Wdensities.fromraw(densities.unadj)
auroc.model(densities.adj)

pmckeigue/wevid documentation built on May 29, 2019, 5:41 a.m.