Area Under the ROC Curve — area_under_roc

This function computes the area under the ROC curve.

Usage

area_under_roc_curve(true, pred, weights = NULL, multi, ...)

Source

This function is just a wrapper to concordance

Arguments

true: a vector (or a matrix) of observed values. If a matrix is provided, a multi-response is assumed
pred: a vector (or a matrix) of predicted values
weights: observation weights
multi: currently not used
...: further arguments (currently not used)

Value

A length-one numeric vector

Details

The Area Under the ROC Curve (AUC) measures the entire two-dimensional area under the receiver operating characteristic (ROC) curve. It provides an aggregate measure of performance across all possible classification thresholds.

Author

Alessandro Barberis