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Time Series 2.0 MT
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Time Series MT 2.1
ROC (Receiver Operating Characteristics)
Does anyone have code for the calculation of an ROC plot? or for estimating the area under the curve?
I’ve written some, but I’m having trouble finding an example to validate it.
This paper might be helpful, “Areas beneath the relative operating characteristics (ROC) and relative operating levels (ROL) curves: Statistical significance and interpretation”
It’s very kind of you to upload copyrighted materials to the forum….but I was actually asking for GAUSS code.