knnAUC

k-nearest neighbors AUC test.

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Last Update: 2018-11-23

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knnAUC : k-nearest neighbors AUC test.
In the knnAUC framework, we first calculated the AUC estimator based on a k-nearest neighbors classifier, and then evaluate the significance of the AUC based statistic (Alternative hypothesis: AUC > 0.5, that is to say, X has prediction power for Y).

Features

k-nearest neighbors
AUC based statistic
Nonlinear dependence between one continuous X and one binary Y

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2018-01-30

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