?? auroc.m
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function A = auroc(tp, fp)%% AUROC - area under ROC curve%% An ROC (receiver operator characteristic) curve is a plot of the true% positive rate as a function of the false positive rate of a classifier% system. The area under the ROC curve is a reasonable performance% statistic for classifier systems assuming no knowledge of the true ratio% of misclassification costs.%% A = AUROC(TP, FP) computes the area under the ROC curve, where TP and FP% are column vectors defining the ROC or ROCCH curve of a classifier% system.%% [1] Fawcett, T., "ROC graphs : Notes and practical% considerations for researchers", Technical report, HP% Laboratories, MS 1143, 1501 Page Mill Road, Palo Alto% CA 94304, USA, April 2004.%% See also : ROC, ROCCH%% File : auroc.m%% Date : Wednesdaay 11th November 2004 %% Author : Dr Gavin C. Cawley%% Description : Calculate the area under the ROC curve for a two-class% probabilistic classifier.%% References : [1] Fawcett, T., "ROC graphs : Notes and practical% considerations for researchers", Technical report, HP% Laboratories, MS 1143, 1501 Page Mill Road, Palo Alto% CA 94304, USA, April 2004.%% History : 22/03/2001 - v1.00% 10/11/2004 - v1.01 minor improvements to comments etc.%% Copyright : (c) G. C. Cawley, November 2004.%% This program is free software; you can redistribute it and/or modify% it under the terms of the GNU General Public License as published by% the Free Software Foundation; either version 2 of the License, or% (at your option) any later version.%% This program is distributed in the hope that it will be useful,% but WITHOUT ANY WARRANTY; without even the implied warranty of% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the% GNU General Public License for more details.%% You should have received a copy of the GNU General Public License% along with this program; if not, write to the Free Software% Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA%n = size(tp, 1);A = sum((fp(2:n) - fp(1:n-1)).*(tp(2:n)+tp(1:n-1)))/2;% bye bye...
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