[R] How to calculate the area under the curve

[William Dunlap]

> -----Original Message-----
> From: r-help-bounces at r-project.org 
> [mailto:r-help-bounces at r-project.org] On Behalf Of olivier.abz
> Sent: Thursday, October 22, 2009 7:23 AM
> To: r-help at r-project.org
> Subject: [R] How to calculate the area under the curve
> 
> 
> Hi all, 
> 
> I would like to calculate the area under the ROC curve for my 
> predictive
> model. I have managed to plot points giving me the ROC curve. 

If x and y are the coordinates of the edges of the polygon
(e.g., polygon(x,y) would draw the polygon) then the polygon's
signed area is given by the following
    area<-function(x,y)sum(x*c(y[-1],y[1]) - c(x[-1],x[1])*y)/2
(Positive if edge is traced counter-clockwise.)

This is a discrete version of Green's theorem.

Bill Dunlap
Spotfire, TIBCO Software
wdunlap tibco.com  

> However, I do
> not know how to get the value of the area under. 
> Does anybody know of a function that would give the result I 
> want using an
> array of specificity and an array of sensitivity as input?
> 
> Thanks, 
> 
> Olivier
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