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Posted By

benjamin on 10/29/09


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matlab area the curve numerical under auc computing receiver operating characteristics roc


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true positive rate and false positive rate for receiver operating characteristics (ROC) and area under the curve

 / Published in: MatLab
 

URL: http://www.myoutsourcedbrain.com/2008/11/receiver-operating-characteristic-roc.html

i assume you have T,Y element of {-1,1}, see also my AUC function.

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  1. function [TP,FP]=getfptp(T,Y)
  2.     Y(Y>=0)=1;Y(Y<0)=-1;  % target class (positive) is 1
  3.     TP=sum( ( (Y==1) + (T==1) )==2 );
  4.     FN=sum( ( (Y==-1) + (T==1) )==2 );
  5.     FP=sum( ( (Y==1) + (T==-1) )==2 );
  6.     TN=sum( ( (Y==-1) + (T==-1) )==2 );
  7.     TP=TP/(TP+FN);
  8.     FP=FP/(FP+TN);
  9. end

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