Fast and lightweight computation of AUC metric for the binary case (1 positive and 0 negative) is offered by lightAUC package. The algorithm used is a fast implementation from algorithm of Fawcett (2006).
Install
The official (CRAN) version of the package can be installed using
install.packages("lightAUC")
Alternatively, the development version of the package can be installed via
if (!require(remotes)) install.packages("remotes")
remotes::install_github("cadam00/lightAUC")
Citation
To cite the official (CRAN) version of the package, please use
Adam, C. (2025). lightAUC: Fast AUC Computation. R package version 0.1.2. doi:10.32614/CRAN.package.lightAUC
Example
## 0.5
For parallel calculations use:
# E.g. 2 cores (you can use cores = parallel::detectCores() for your case)
probs <- c(1, 0.4, 0.8)
actuals <- c(0, 0, 1)
lightAUC(probs, actuals, parallel = TRUE, cores = 2)
## 0.5
References
Fawcett, T. (2006). An introduction to ROC analysis.