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VUROCS (version 1.0)
Volume under the ROC Surface for Multi-Class ROC Analysis
Description
Calculates the volume under the ROC surface and its (co)variance for ordered multi-class ROC analysis as well as certain bivariate ordinal measures of association.
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Version
Version
1.0
Install
install.packages('VUROCS')
Monthly Downloads
152
Version
1.0
License
GPL-3
Maintainer
Hannes Kazianka
Last Published
April 7th, 2020
Functions in VUROCS (1.0)
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Kruskal_Gamma
Kruskal's Gamma and its asymptotic standard errors
SomersD
Somers' D and its asymptotic standard errors
VUScov
Covariance of two volumes under the ROC surface
Kendall_taub
Kendall's Tau_b and its asymptotic standard errors
VUS
Volume under the ROC surface
Kendall_tauc
Kendall's Tau_c and its asymptotic standard errors
clar
Cumulative LGD Accuracy Ratio
VUSvar
Variance of the volume under the ROC surface
clarAdj
Adjusted Cumulative LGD Accuracy Ratio
VUROCS-package
VUROCS