Using SPSS to compute the area under a ROC curve
DATA LIST free
/time1 to time5 x1 to x5.
BEGIN DATA.
0 0.56 0.78 0.91 1 0 0.01 0.19 0.58 1
END DATA.
define !trap( !pos !tokens(1)
/!pos !tokens(1)
/!pos !cmdend).
matrix.
get m /variables=!3.
compute area=make(!1,1,0).
loop ib=1 to !1.
+ compute f=0.
+ loop ic= 1 to !2-1.
+ compute id=ic+!2.
+ compute g=make(1,1,m(ib,id)).
+ compute h=make(1,1,m(ib,id+1)).
+ compute i=g > h.
+ compute j=i*(g-h)+(1-i)*(h-g).
+ compute a=make(1,1,m(ib,ic)).
+ compute b=make(1,1,m(ib,ic+1)).
+ compute c=a > b.
+ compute d=c*b+(1-c)*a.
+ compute e=0.5*c*(a-b)+0.5*(1-c)*(b-a).
+ compute f=f+((d+e))*j.
+ end loop.
+ compute area(ib)=f.
end loop.
save {m, area} /outfile=* /variables=!3, area.
print area.
end matrix.
!end define.
!trap 1 5 time1 to time5 x1 to x5.
