I am doing a simulation with a relatively large data set (20,000
observations) for which I want to calculate the area under the Receiver
Operator Curve (AUC) for many parameter combinations.  I am using the ROC
library and the following commands to generate each AUC:

 

rocobj=rocdemo.sca(truth = ymis, data = model$fitted.values, rule =
dxrule.sca) #generation of observed ROC object

aucobj=AUC(rocobj) #pulling out just the observed AUC - trapezoidal not
integrated

 

but they are pretty slow.

 

Does anyone know of a faster way to get the AUC?

 

Thanks,

Nina


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