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colAUC

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colAUC

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15 Feb 2011 (Updated )

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 (R2010a)
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Comments and Ratings (5)
05 Feb 2014 Lee

I'm sorry but it is not clear how to get multiclass auc if I have Y as the true label of 1...c classes and Yest as 1...c column vector with predictive score for each instance belong to certain class. The output auc is a c x c x(c-1)/2 combination in your case, take mean(auc) returns c auc values.

26 Nov 2012 Jaroslaw Tuszynski

Reply to JR King: See new version

22 Oct 2012 JR King

Thanks a lot, very useful.

I would remove the absolute computation: ( auc = 0.5 + abs(0.5-auc);) as it is indicative of the effect direction which is necessary for most statistical analyses.

22 Oct 2012 JR King  
31 Jan 2012 Daniel

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

Updates
05 Jan 2012

small corrections

27 Nov 2012

added abs=false argument

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