--- title: "Introduction to lightAUC" author: "Christos Adam" output: rmarkdown::html_vignette: number_sections: false word_document: default pdf_document: default fontsize: 11pt urlcolor: blue linkcolor: blue link-citations: true header-includes: \usepackage{float} vignette: > %\VignetteIndexEntry{Introduction to lightAUC} %\VignetteEncoding{UTF-8} %\VignetteEngine{knitr::rmarkdown} --- ```{r setup, include=FALSE} knitr::opts_chunk$set(echo = TRUE, eval=FALSE) ``` # **Fast AUC computation in R** Fast and lightweight computation of AUC metric for the binary case (1 positive and 0 negative) is offered by <b>lightAUC</b> package. The algorithm used is a fast implementation from algorithm of Fawcett ([2006](#ref-fawcett2006)). ## **Example** ```r # Create some data probs <- c(1, 0.4, 0.8) actuals <- c(0, 0, 1) lightAUC(probs, actuals) ``` ``` ## 0.5 ``` For parallel calculations use: ```r # E.g. 2 cores (you can use cores = parallel::detectCores() for your case) probs <- c(1, 0.4, 0.8) actuals <- c(0, 0, 1) lightAUC(probs, actuals, parallel = TRUE, cores = 2) ``` ``` ## 0.5 ``` ## **References** <span class="nocase" id="ref-fawcett2006"> Fawcett, T. (2006). An introduction to ROC analysis. <emph>{Pattern Recognition Letters</emph>, \bold{27}(8), 861–874. <a href= "https://doi.org/10.1016/j.patrec.2005.10.010">10.1016/j.patrec.2005.10.010</a>