A Python implementation of an algorithm for computing the statistical significance of comparing two sets of predictions by ROC AUC. Also can compute variance of a single ROC AUC estimate. X. Sun and W. Xu, "Fast Implementation of DeLong’s Algorithm for Comparing the Areas Under Correlated Receiver Operating Characteristic Curves," in IEEE Signal Processing Letters, vol. 21, no. 11, pp. 1389-1393, Nov. 2014, doi: 10.1109/LSP.2014.2337313.
forked from yandexdataschool/roc_comparison
-
Notifications
You must be signed in to change notification settings - Fork 0
The fast version of DeLong's method for computing the covariance of unadjusted AUC.
License
EmreTaha/roc_comparison
This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository.
Folders and files
| Name | Name | Last commit message | Last commit date | |
|---|---|---|---|---|
Repository files navigation
About
The fast version of DeLong's method for computing the covariance of unadjusted AUC.
Resources
License
Stars
Watchers
Forks
Releases
No releases published
Packages 0
No packages published
Languages
- Python 100.0%