ROC曲线与AUC面积

找了好久，很简单明了。

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. ‘1’
% Ln: label of NEGATIVE pattern.‘0’
%
%
% 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