`fs.auc` <-
function(x,y)
{
y <- as.factor(y)
if (length(levels(y)) != 2)
stop("'y' must have two classes")
levels(y) <- c(0,1) ## change levels as 1,0
y <- as.numeric(levels(y))[as.integer(y)]
auc <- sapply(as.data.frame(x),function(x) { ## AUC
y <- y[order(x,decreasing=TRUE)]
tmp <- cumsum(y)/sum(y)
mean(tmp[y==0])
})
auc[auc < 0.5] <- 1 - auc[auc < 0.5]
fs.rank <- rank(-abs(auc), na.last=T, ties.method="random")
fs.order <- order(fs.rank, na.last=T)
names(fs.rank) <- names(auc)
nam <- names(auc[fs.order])
if (!is.null(nam))
fs.order <- noquote(nam)
res <- list(fs.rank=fs.rank, fs.order=fs.order, stats=abs(auc))
return(res)
}
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