SpecsVerification (version 0.5-0)

Auc: Calculate area under the ROC curve (AUC) for a forecast and its verifying binary observation, and estimate the variance of the AUC

Description

Calculate area under the ROC curve (AUC) for a forecast and its verifying binary observation, and estimate the variance of the AUC

Usage

Auc(fcst, obs, handle.na = c("na.fail", "only.complete.pairs"), use_fn = c("C++", "R"))

Arguments

fcst

vector of forecasts

obs

vector of binary observations (0 for non-occurrence, 1 for occurrence of the event)

handle.na

how should missing values in forecasts and observations be handled; possible values are 'na.fail' and 'only.complete.pairs'; default: 'na.fail'

use_fn

the function used for the calculation: 'C++' (default) for the fast C++ implementation, or 'R' for the slow (but more readable) R implementation

Value

vector containing AUC and its estimated sampling standard deviation

References

DeLong et al (1988): Comparing the Areas under Two or More Correlated Receiver Operating Characteristic Curves: A Nonparametric Approach. Biometrics. http://dx.doi.org/10.2307/2531595 Sun and Xu (2014): Fast Implementation of DeLong's Algorithm for Comparing the Areas Under Correlated Receiver Operating Characteristic Curves. IEEE Sign Proc Let 21(11). http://dx.doi.org/10.1109/LSP.2014.2337313

See Also

AucDiff

Examples

data(eurotempforecast)
Auc(rowMeans(ens.bin), obs.bin)