HandTill2001 (version 0.2-4)

ht01-package: Multiple Class Area under ROC Curve

Description

A very lean package implementing merely $M$ given by Hand and Till (2001), Eq. (7).

Details

$M$ given by Hand and Till (2001) defines a multiple class version of the area under curve of the receiver operating characteristic.

References

David J. Hand and Robert J. Till (2001). A Simple Generalisation of the Area Under the ROC Curve for Multiple Class Classification Problems. Machine Learning 45(2), p. 171--186. DOI: http://dx.doi.org/10.1023/A:1010920819831{10.1023/A:1010920819831}.

See Also

help(package="ht01"), especially "methods?auc"; various packages that calculate two class AUC ("ROCR") or multiple class AUC ("pROC", "caTools").

Examples

library(HandTill2001)
data(ht01.multipleclass)
auc( 
  multcap(
     response = ht01.multipleclass$observed
    , predicted = as.matrix(ht01.multipleclass[, levels(ht01.multipleclass$observed)])
    )
    )