Faster ROC-AUC

Fast calculation of AUC of an ROC for binary classification problems, written in C++.

AUC = fastAUC(labels,scores,posclass)

Calculates the Area under the ROC curve (AUC) for problems involving two distinct targets (i.e. binary classification problems). Main advantages of using this function are:

*speed
Written in C++, it performs much faster than perfcurve (Matlab statistics toolbox). On a benchmark of 20 million instances this function achieves a speed up factor of more than 100 with respect to perfcurve.

*independence
Works without needing to install the statistics toolbox.

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