Perform AUC permutation test.

Source: R/AUCTest.R

Estimate significance of AUC by permutation test.

permTestAUC(
  d,
  modelName,
  yName,
  yTarget = TRUE,
  ...,
  na.rm = FALSE,
  returnScores = FALSE,
  nrep = 100,
  parallelCluster = NULL
)

Arguments

d

data.frame
modelName

character model column name
yName

character outcome column name
yTarget

target to match to y
...

extra arguments (not used)
na.rm

logical, if TRUE remove NA values
returnScores

logical if TRUE return detailed permutedScores
nrep

number of permutation repetitions to estimate p values.
parallelCluster

(optional) a cluster object created by package parallel or package snow

Value

AUC statistic

Examples


set.seed(25325)
d <- data.frame(x1=c(1,2,3,4,5,6,7,7),
                y=c(FALSE,TRUE,FALSE,FALSE,
                    TRUE,TRUE,FALSE,TRUE))
permTestAUC(d,'x1','y',TRUE)

#> [1] "AUC test alt. hyp. AUC>AUC(permuted): (AUC=0.6562, s.d.=0.2167, p=n.s.)."