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colAUC

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colAUC

by Jaroslaw Tuszynski

 

15 Feb 2011 (Updated 05 Jan 2012)

Calculates Area under ROC curve (AUC) for a vector or for each column of a matrix.

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Description

Function colAUC calculates Area under ROC curve (AUC) for a vector or for
each column of a matrix.

The main properties of this code:
* Ability to work with multi-dimensional data.
* Ability to work with multi-class datasets.
* Speed - this code was written to calculate AUC's for large number of
features, fast.
* Two different algorithms are provided one based on integrating ROC
curves and one based on Wilcoxon Rank Sum Test aka. Mann-Whitney U Test.
* Function can be used to plot ROC curves.

MATLAB release MATLAB 7.10 (2010a)
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Comments and Ratings (1)
31 Jan 2012 Daniel

For ND-array tiedranks you might like http://www.mathworks.com/matlabcentral/fileexchange/34560-tiedrankxdim

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Updates
05 Jan 2012

small corrections

Tag Activity for this File
Tag Applied By Date/Time
roc Jaroslaw Tuszynski 16 Feb 2011 11:31:06
auc Jaroslaw Tuszynski 16 Feb 2011 11:31:06
statistics Jaroslaw Tuszynski 16 Feb 2011 11:31:06
feature selection Jaroslaw Tuszynski 16 Feb 2011 11:31:06
rank Jaroslaw Tuszynski 16 Feb 2011 11:31:06
wilcoxon rank sum test Jaroslaw Tuszynski 16 Feb 2011 11:31:06
mannwhitney u test Jaroslaw Tuszynski 16 Feb 2011 11:31:06
classification Jaroslaw Tuszynski 16 Feb 2011 11:31:06
gini coefficient Jaroslaw Tuszynski 06 Jan 2012 15:01:40

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