Compute AUC using Wilcoxon rank-sum test

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.

AUC(labels, values)

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