multiClassAUC

A generalized area under the receiver operating characteristic curve for multiple classes

This function implements Hand and Till's generalization of the area under the ROC curve (AUC) for multiple class classification problems (Hand DJ, Till RJ, "A Simple Generalization of the Area Under the ROC Curve for Multiple Class Classification Problems, Machine Learning, 45, 171-186, 2001). The technique is based on a rank order calculation related to the Mann-Whitney-Wilcoxon statistic. It does not require the actual creation or numerical integration of a multi-dimensional ROC curve/surface and thereby avoids the possible inaccuracies and biases associated with these techniques.