vlt.stats.roc_stats
ROC_STATS - Receiver operator characteristic for 2 groups
OUT = ROC_STATS(GROUP1, GROUP2)
Performs ROC analysis for single real numbered observations in GROUP1 and GROUP2.
GROUP1 is considered the 'signal' and GROUP2 is considered the 'noise'.
This calculates several statistics in the structure OUT:
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Fieldname: | Description
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tpr | True positive rate at thresholds in th
fpr | False positive rate at thresholds in th
th | Thresholds
acc_eq | Accuracy at each threshold if mixtures are equally likely
acc_em | Accuracy at each threshold if mixtures match the empirically provided mixtures
acc_eq_max | Accuracy rate at best threshold if mixtures are equally likely
acc_eq_max_th | Threshold where accuracy is highest if mixtures are equally likely
acc_em_max | Accuracy rate at best thresholds if mixtures match the empircally provided mixtures
acc_em_max_th | Threshold where accuracy is highest if mixtures match empircally provided mixtures
See also: ROC