Data Engineering and BI courses are free this week!
Performs tests for one and two AUCs.
AUC.test(pred1, lab1, pred2, lab2, conf.level = 0.95, paired = FALSE)A list with AUC, SE and confidence interval as well as the corresponding test result.
numeric vector.
grouping vector or factor for pred1.
numeric vector.
grouping vector or factor for pred2.
confidence level of the interval.
not yet implemented.
Matthias Kohl Matthias.Kohl@stamats.de
If pred2 and lab2 are missing, the AUC for pred1
and lab1 is tested using the Wilcoxon signed rank test;
see wilcox.test.
If pred1 and lab1 as well as pred2 and lab2
are specified, the Hanley and McNeil test (cf. Hanley and McNeil (1982))
is computed.
J. A. Hanley and B. J. McNeil (1982). The meaning and use of the area under a receiver operating characteristic (ROC) curve. Radiology, 143, 29-36.
wilcox.test, AUC
set.seed(13)
x <- rnorm(100) ## assumed as log2-data
g <- sample(1:2, 100, replace = TRUE)
AUC.test(x, g)
y <- rnorm(100) ## assumed as log2-data
h <- sample(1:2, 100, replace = TRUE)
AUC.test(x, g, y, h)
Run the code above in your browser using DataLab