📄 rankroccurve.m
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function [AUC,tpr,fpr,b]=rankroccurve(ypred,ytest)% USAGE%% [AUC,tpr,fpr,b]=rankroccurve(ypred,ytest)%% the outputs%% AUC Area under curve value% tpr,fpr true positive and false positive vector for ROC curve plotting purpose% b a new bias for the decision function. b can replace w0 and it has been% processed so that the decision function corresponds to the one where the roc% curve and the (1,0)-(0,1) diagonal meets%% 30/07/2004 A. Rakotomamonjyeps=1e-7;classcode=[1 -1];w0=0;npos=length(find(ytest==classcode(1)));nneg=length(find(ytest==classcode(2)));N=npos+nneg; ytest=ytest>0;[ypred,ind] = sort(ypred);ytest = ytest(ind);fpr = cumsum(ytest)/sum(ytest);tpr = cumsum(1-ytest)/sum(1-ytest);tpr = [0 ; tpr ; 1];fpr = [0 ; fpr ; 1];n = size(tpr, 1);AUC = sum((fpr(2:n) - fpr(1:n-1)).*(tpr(2:n)+tpr(1:n-1)))/2;b=[min(ypred)-1;ypred];[aux,indice]=min(abs(1-fpr-tpr)); % intersection entre la courbe roc et la diagonale.b=w0-b(indice) + eps;
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