Accord.Statistics.Testing.ReceiverOperatingCurveTest.HanleyMcNealVariance C# (CSharp) Method

HanleyMcNealVariance() public static method

Calculates the standard error of an area calculation for a curve with the given number of positive and negatives instances
public static HanleyMcNealVariance ( double area, int positiveCount, int negativeCount ) : double
area double
positiveCount int
negativeCount int
return double
        public static double HanleyMcNealVariance(double area, int positiveCount, int negativeCount)
        {
            double A = area;

            // real positive cases
            int Na = positiveCount;

            // real negative cases
            int Nn = negativeCount;

            double Q1 = A / (2.0 - A);
            double Q2 = 2 * A * A / (1.0 + A);

            return (A * (1.0 - A) +
                (Na - 1.0) * (Q1 - A * A) +
                (Nn - 1.0) * (Q2 - A * A)) / (Na * Nn);
        }