fastAUC: Fast AUC
In traversc/trqwe: Performance oriented statistical metrics and utility functions.

Description Usage Arguments Value See Also Examples

This function calculates the Area Under the Reciever-Operator Curve from the results of a classifcation model.

1	fastAUC(probs, class, method = "trqwe")

`probs`	A numeric vector of probabilities or likelihoods for each data point.
`class`	A numeric vector where 1 is positive and 0 is negative.

The AUC.

Reference https://stat.ethz.ch/pipermail/r-help/2005-September/079872.html

library(AppliedPredictiveModeling)
data(abalone)
library(glmnet)
class <- factor(as.numeric(abalone$Type == "M"))
data <- data.matrix(abalone[,-1])
fit <- cv.glmnet(data, class, family="binomial")
probs <- predict(fit, newx=data)[,1]
fastAUC(probs, class)