snipplrCallback({"id":22109,"title":"area-under-the-curve-auc","source":"
  1. function<\/span> auc=areaundercurve(<\/span>FPR,TPR)<\/span>;<\/div><\/li>
  2. % given true positive rate and false positive rate calculates the area under the curve<\/span><\/div><\/li>
  3. % true positive are on the y-axis and false positives on the x-axis<\/span><\/div><\/li>
  4. % sum rectangular area between all points<\/span><\/div><\/li>
  5. % example: auc=areaundercurve(FPR,TPR);<\/span><\/div><\/li>
  6. [<\/span>x2,inds]<\/span>=sort<\/span><\/a>(<\/span>FPR)<\/span>;<\/div><\/li>
  7. x2=[<\/span>x2,1<\/span>]<\/span>;  % the trick is in inventing a last point 1,1<\/span><\/div><\/li>
  8. y2=TPR(<\/span>inds)<\/span>; <\/div><\/li>
  9. y2=[<\/span>y2,1<\/span>]<\/span>;<\/div><\/li>
  10. xdiff=diff<\/span><\/a>(<\/span>x2)<\/span>;<\/div><\/li>
  11. xdiff=[<\/span>x2(<\/span>1<\/span>)<\/span>,xdiff]<\/span>;<\/div><\/li>
  12. auc1=sum<\/span><\/a>(<\/span>y2.*xdiff)<\/span>; % upper point area<\/span><\/div><\/li>
  13. auc2=sum<\/span><\/a>(<\/span>[<\/span>0<\/span>,y2(<\/span>[<\/span>1<\/span>:end-1<\/span>]<\/span>)<\/span>]<\/span>.*xdiff)<\/span>; % lower point area<\/span><\/div><\/li>
  14. auc=mean<\/span><\/a>(<\/span>[<\/span>auc1,auc2]<\/span>)<\/span>;<\/div><\/li><\/ol><\/pre>","link":"https:\/\/snipplr.com\/view\/22109\/area-under-the-curve-auc"});