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faster perfcurve (just in case you use FPR and TPR)

  • ...PERFCURVE Compute Receiver Operating Characteristic (ROC) curve or other
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faster perfcurve (just in case you use FPR and TPR)

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Did you notice perfcurve is slow? This version of perfcurve is faster

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Description

This version is identical to the one provided by matlab with a small change if "FPR" or "TPR" are used for X and Y.
Instead of using the tedious "arrayfun" I used vector cumsum functions.

Here is a test for comparison
N = 1e5;
score = [rand(N,1); rand(N,1)-1];
label = [ones(N,1); zeros(N,1)];

tic;
perfcurve(label, score, 1);
toc
tic;
perfcurve2(label, score,1);
toc

Elapsed time is 17.614076 seconds.
Elapsed time is 0.164707 seconds.

I hope you will find it useful.

Required Products Statistics Toolbox
MATLAB release MATLAB 8.0 (R2012b)
Other requirements stats toolbox
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