Compute the AUC on the OOB samples of the bagging procedure for the binomial family. The true and false positive rates are also returned and could be helpfull for plotting the ROC curves.
bag.aucoob(bag_pltr, xdata, Y.name)A list of 4 elements
the AUC computed on OOB samples of the Bagging procedure
the true positive rate for several thresshold values
the false positive rate for several thresshold values
the Out Of Bag error for each thresshold value
The output of the function bagging.pltr
The learning dataset containing the dependent variable, the confounding variables and the predictors variables
The name of the binary dependent variable
Cyprien Mbogning
The thresshold values used for computing the AUC are defined when building the bagging predictor. see bagging.pltr for the convenient parameterization.
Mbogning, C., Perdry, H., Broet, P.: A Bagged partially linear tree-based regression procedure for prediction and variable selection (submitted 2014)