Description Usage Arguments Value References See Also Examples
Calculate difference between areas under the ROC curve (AUC) between a forecast and a reference forecast for the same observation, and estimate the variance of the AUC difference
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fcst |
vector of forecasts |
fcst.ref |
vector of reference forecasts |
obs |
vector of binary observations (0 for non-occurrence, 1 for occurrence of the event) |
handle.na |
how should missing values in forecasts and observations be handled; possible values are 'na.fail' and 'only.complete.triplets'; default: 'na.fail' |
use_fn |
the function used for the calculation: 'C++' (default) for the fast C++ implementation, or 'R' for the slow (but more readable) R implementation |
vector with AUC difference, and estimated standard deviation
DeLong et al (1988): Comparing the Areas under Two or More Correlated Receiver Operating Characteristic Curves: A Nonparametric Approach. Biometrics. doi: 10.2307/2531595 Sun and Xu (2014): Fast Implementation of DeLong's Algorithm for Comparing the Areas Under Correlated Receiver Operating Characteristic Curves. IEEE Sign Proc Let 21(11). doi: 10.1109/LSP.2014.2337313
Auc
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