roc.m

计算ROC曲线和AUC的Matlab程序

function [auc, curve] = ROC(score, target, Lp, Ln)

% 	This function is to calculat the ordinats of points of ROC curve and the area
% under ROC curve(AUC).
%    This program was described in Fawcett's paper "ROC Graphs: notes and practical
% considerations for researchers".
% 
% Output:
%    curve: N*3 matrix. 
%            the 1st column is FP 
%            the 2nd column is TP
%            the 3rd column is score
%            note: the last row, etc.the last point is [1,1,0]. if output of this
%               function is applied to roc_av.m to calculate average curve of roc, 
%               it should be delete
%    auc:   scale number, area under ROC curve.
% 
% Input parameters:
%    score:  output of classifier. high socre denote the pattern is more likely 
%            to be POSITIVE pattern.
%    target: classlabel of each pattern.
%    Lp:     label of POSITIVE pattern.  
%    Ln:     label of NEGATIVE pattern.
% 
%
% QingRen  (qingren_ny#126.com)
% 2006-7-20
% 
         

len = length(score);                % number of patterns
if len ~= length(target)
	error('The length of tow input vectors should be equal\n');
end

P = 0;    % number of Positive pattern
N = 0;    % number of Negative pattern
for i = 1:len
	if target(i) == Lp
		P = P + 1;
	elseif target(i) == Ln
		N = N + 1;
	else
		error('Wrong target value');
	end
end



% sort "L"  in decending order by scores
score = score(:);
target = target(:);
L = [score target];
L = sortrows(L,1);
index = len:-1:1;
index = index';     %'
L = L(index,:);



fp = 0;   fp_pre = 0;   % number of False Positive pattern
tp = 0;   tp_pre = 0;   % number of True Positive pattern.

score_pre = -10000;

curve = [];
auc = 0;

for i = 1:len
	if L(i,1) ~= score_pre
		curve = [curve; [fp/N, tp/P, L(i,1)]];
		auc = auc + trapezoid(fp, fp_pre, tp, tp_pre);
		
		score_pre = L(i,1);
		
		fp_pre = fp;
		tp_pre = tp;
	end
	
	if L(i,2) == Lp
		tp = tp + 1;
	else
		fp = fp + 1;
	end
end

curve = [curve; [1,1,0]];

auc = auc / P / N;
auc = auc + trapezoid(1, fp_pre/N, 1, tp_pre/P);





% calculat the area of trapezoid

function area = trapezoid(x1,x2,y1,y2)
a = abs(x1-x2);
b = abs(y1+y2);
area = a * b / 2;