Click or drag to resize
sqx

ConfusionMatrixAUCLogistic Method

Function [float] AUCLogistic([bigint] TP, [bigint] FP, [bigint] FN, [bigint] TN)
(Confusion Matrix)

Namespace:  sqx
Assembly:  SQX (in SQX.dll) Version: 1.0.2.6 (1.0.2.6)
Syntax
C#
Copy
public static SqlDouble AUCLogistic(
	SqlInt64 TP,
	SqlInt64 FP,
	SqlInt64 FN,
	SqlInt64 TN
)

Parameters

TP
Type: System.Data.SqlTypesSqlInt64
[bigint]
FP
Type: System.Data.SqlTypesSqlInt64
[bigint]
FN
Type: System.Data.SqlTypesSqlInt64
[bigint]
TN
Type: System.Data.SqlTypesSqlInt64
[bigint]

Return Value

Type: SqlDouble
[float]
Remarks
Area under the curve function (Confusion Matrix StdLogistic AUC).
Examples
SQL
Copy
WITH sample_data AS (SELECT ID, TP, FP, FN, TN
FROM (VALUES (1,5,3,3,10), (2,15,3,3,10), (3,25,15,15,10), (4,30,1,1,10)
, (5,5,30,30,10), (6,8999999,1,1,1000000)) AS T(ID, TP, FP, FN, TN))
SELECT sample_data.ID, TP, FP, FN, TN
--, sqm.AUCNormal(TP, FP, FN, TN) AUCNormal
, sqx.AUCLogistic(TP, FP, FN, TN) AUCLogistic
, sqx.AUC(TP, FP, FN, TN) AUCEmpirical
FROM sample_data
/*
ID   TP      FP   FN   TN      AUCNormal              AUCLogistic            AUCEmpirical
---- ------- ---- ---- ------- ---------------------- ---------------------- ----------------------
1    5       3    3    10      0.772156033051666      0.770749053135922      0.697115384615385
2    15      3    3    10      0.885845129435223      0.87967771920109       0.801282051282051
3    25      15   15   10      0.518412065482666      0.518616673707376      0.5125
4    30      1    1    10      0.987815722267858      0.982590617161795      0.93841642228739
5    5       30   30   10      0.109007673396971      0.114680208174218      0.196428571428571
6    8999999 1    1    1000000 0.999999999998921      0.999999999308221      0.999999444444944*/
See Also