var_auc_fermi: calculate variance of AUC from Fermi-Dirac distribution

In sungcheolkim78/FiDEL: Fermi-Dirac based Ensemble Learning

calculate variance of AUC from Fermi-Dirac distribution

Description

calculate variance of AUC from Fermi-Dirac distribution

Usage

var_auc_fermi(
  auc,
  rho,
  N = 1000,
  iter = 5000,
  method = "sampling",
  debug.flag = FALSE
)

Arguments

auc	a value for AUC
rho	the prevalence of the data set
N	the size of the data set
iter	the iteration number
method	the Pxy, Pxxy, Pxyy calculation method - 'sampling', 'integral'
debug.flag	boolean value for debug option

Value

var_auc: variance of AUC, Pxy: Pxy, Pxxy: Pxxy, Pxyy: Pxyy

sungcheolkim78/FiDEL documentation built on Nov. 13, 2024, 7:58 a.m.