ROC曲线和AUC面积计算 matlab

转：https://blog.csdn.net/Crystal_Cai/article/details/41694625

在网上看到的程序,粘贴在自己的博客中,以备以后用后用到了好查找:

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;

在求得AUC和curve后, 用

plot(curve(:,1),curve(:,2))

即可得到ROC曲线

ROC曲线和AUC面积计算 matlab

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