VUROCS (version 1.0)

VUS: Volume under the ROC surface

Description

This function computes the volume under the ROC surface (VUS) for a vector of realisations y (i.e. realised categories) and a vector of predictions fx (i.e. values of the a ranking function f) for the purpose of assessing the discrimiatory power in a multi-class classification problem. This is achieved by counting the number of r-tuples that are correctly ranked by the ranking function f. Thereby, r is the number of classes of the response variable y.

Usage

VUS(y, fx)

Arguments

y

a vector of realized categories.

fx

a vector of predicted values of the ranking function f.

Value

The implemented algorithm is based on Waegeman, De Baets and Boullart (2008). A list of length two is returned, containing the following components:

val

volume under the ROC surface

count

counts the number of observations falling into each category

References

Waegeman W., De Baets B., Boullart L., 2008. On the scalability of ordered multi-class ROC analysis. Computational Statistics & Data Analysis 52, 3371-3388.

Examples

# NOT RUN {
VUS(rep(1:5,each=3),c(3,3,3,rep(2:5,each=3)))
# }