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How do you calculate the area under the ROC curve in R?

How do you calculate the area under the ROC curve in R?

The roc() function takes the actual and predicted value as an argument and returns a ROC curve object as result. 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.

What is the area under the ROC curve?

The Area Under the ROC curve (AUC) is a measure of how well a parameter can distinguish between two diagnostic groups (diseased/normal). MedCalc creates a complete sensitivity/specificity report. The ROC curve is a fundamental tool for diagnostic test evaluation.

How do you calculate the AUC area under a curve in R?

How to Calculate AUC (Area Under Curve) in R

  1. Step 1: Load the Data. First, we’ll load the Default dataset from the ISLR package, which contains information about whether or not various individuals defaulted on a loan.
  2. Step 2: Fit the Logistic Regression Model.
  3. Step 3: Calculate the AUC of the Model.

Is 0.75 A good AUC?

As a rule of thumb, an AUC above 0.85 means high classification accuracy, one between 0.75 and 0.85 moderate accuracy, and one less than 0.75 low accuracy (D’ Agostino, Rodgers, & Mauck, 2018).

What does AUC of 0.5 mean?

When AUC=0.5, then the classifier is not able to distinguish between Positive and Negative class points. Meaning either the classifier is predicting random class or constant class for all the data points.

Is ROC and AUC the same?

ROC is a probability curve and AUC represents the degree or measure of separability. It tells how much the model is capable of distinguishing between classes. Higher the AUC, the better the model is at predicting 0 classes as 0 and 1 classes as 1.

Why do we calculate area under the curve?

Definite integrals and areas found under the curve are essential in physics, statistics, engineering, and other applied fields. Learning about areas under the curve also makes you appreciate what you’ve learned so far and makes you see how amazing integral calculus is.

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