traversc

fastROC <- function(probs, class) {
    class_sorted <- class[order(probs, decreasing=T)]
    TPR <- cumsum(class_sorted) / sum(class)
    FPR <- cumsum(class_sorted == 0) / sum(class == 0)
    return(list(tpr=TPR, fpr=FPR))
}

# Helpful function adapted from: https://stat.ethz.ch/pipermail/r-help/2005-September/079872.html
fastAUC <- function(probs, class) {
    x <- probs