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An implementation of ROC (Receiver Operating Characteristic) curves for Julia.

```
] add https://github.com/diegozea/ROC.jl
```

`roc(scores::AbstractVector{T}, labels::AbstractVector{U}, truelabel::L; distances::Bool=false)`

Here `T`

is `R`

or `Union{R,Missing}`

for some type `R<:Real`

and `U`

is `L`

or `Union{L,Missing}`

for some type `L<:Any`

. The `labels`

vector must take exactly two non-`missing`

values.

`distances`

defines whether the `scores`

values are distance-scored, i.e. a
higher score value means a worse match. The default is `false`

indicating the
more typical opposite case where a higher score value means a better match

`roc(scores::AbstractVector{R}, labels::BitVector{Bool}; distances::Bool=false)`

Alternative method for optimal performance (no `missing`

values allowed).

The methods above return a `ROCData`

object, whose fields `FPR`

and
`TPR`

are the vectors of true and false positive rates,
respectively.

`AUC(curve::ROCData)`

Area under the curve.

`PPV(curve::ROCData)`

Positive predictive value.

Generate synthetic data:

```
julia> function noisy(label; λ=0.0)
if label
return 1 - λ*rand()
else
return λ*rand()
end
end
julia> labels = rand(Bool, 200);
julia> scores(λ) = map(labels) do label
noisy(label, λ=λ)
end
```

Compare area under ROC curves:

```
julia> using ROC
julia> roc_good = roc(scores(0.6), labels, true);
julia> roc_bad = roc(scores(1.0), labels, true);
julia> area_good = AUC(roc_good)
0.9436237564063913
julia> area_bad = AUC(roc_bad)
0.5014571399859311
```

Use `Plots.jl`

to plot the receiver operator characteristics:

```
julia> using Plots
julia> plot(roc_good, label="good");
julia> plot!(roc_bad, label="bad")
```

This generates the plot appearing at the top of the page.