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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

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)

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