[R] How to calculate the area under the curve

Tom Fletcher tom.fletcher.mp7e at statefarm.com
Thu Oct 22 17:23:28 CEST 2009


See package ROCR. Then see ?performance; in the details, it describes a
measure of auc.

Tom Fletcher



-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org]
On Behalf Of olivier.abz
Sent: Thursday, October 22, 2009 9:23 AM
To: r-help at r-project.org
Subject: [R] How to calculate the area under the curve


Hi all, 

I would like to calculate the area under the ROC curve for my predictive
model. I have managed to plot points giving me the ROC curve. However, I
do not know how to get the value of the area under. 
Does anybody know of a function that would give the result I want using
an array of specificity and an array of sensitivity as input?

Thanks, 

Olivier
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