[PDF] Package 'AUC ' - R

What is AUC function?

The AUC () function can handle unsorted time values (by sorting x), missing observations, ties for the x values (by ignoring duplicates), and integrating over part of the area or even outside the area. Numeric value of the area under the curve.

How to find AUC (area under curve) of a ROC curve?

Then, to find the AUC (Area under Curve) of that curve, we use the auc () function. The auc () function takes the roc object as an argument and returns the area under the curve of that roc curve. response: determines the vector that contains the actual data.

How do I calculate the AUC of a Proc Model?

Next, we’ll use the auc () function from the pROC package to calculate the AUC of the model. This function uses the following syntax: The AUC of the model turns out to be 0.9437. Since this value is close to 1, this indicates that the model does a very good job of predicting whether or not an individual will default on their loan.

How to create ROC (Receiver Operating Characteristic) curve object in R?

To create the ROC (Receiver Operating Characteristic) curve object in the R Language, we use the roc () function of the pROC package library. The pROC is an R Language package to display and analyze ROC curves. The roc () function takes the actual and predicted value as an argument and returns a ROC curve object as a result.