Volume under the ROC Surface for Multi-Class ROC Analysis

[Up] [Top]

Documentation for package ‘VUROCS’ version 1.0

Help Pages

VUROCS-package Volume under the ROC Surface for Multi-Class ROC Analysis
clar Cumulative LGD Accuracy Ratio
clarAdj Adjusted Cumulative LGD Accuracy Ratio
Kendall_taub Kendall's Tau_b and its asymptotic standard errors
Kendall_tauc Kendall's Tau_c and its asymptotic standard errors
Kruskal_Gamma Kruskal's Gamma and its asymptotic standard errors
SomersD Somers' D and its asymptotic standard errors
VUROCS Volume under the ROC Surface for Multi-Class ROC Analysis
VUS Volume under the ROC surface
VUScov Covariance of two volumes under the ROC surface
VUSvar Variance of the volume under the ROC surface