Computes the area under the ROC curve (AUC) by applying a Wilcoxon
rank-sum test between predicted values for positive and negative labels.
This is equivalent to
computing the Mann-Whitney U statistic.
Arguments
- labels
A numeric or logical vector indicating class labels.
Values > 0 are treated as positive.
- values
A numeric vector of prediction scores corresponding to
labels.
Value
A list with:
auc
Estimated AUC, or 0.5 if one class is missing
pval
Wilcoxon test p-value, or NA if one class
is missing