When I use multiclass.roc function in R (pROC package), for instance, I trained a data set by random forest, here is my code:
# randomForest & pROC packages should be installed:
# install.packages(c('randomForest', 'pROC'))
data(iris)
library(randomForest)
library(pROC)
set.seed(1000)
# 3-class in response variable
rf = randomForest(Species~., data = iris, ntree = 100)
# predict(.., type = 'prob') returns a probability matrix
multiclass.roc(iris$Species, predict(rf, iris, type = 'prob'))
And the result is:
Call:
multiclass.roc.default(response = iris$Species, predictor = predict(rf,
iris, type = "prob"))
Data: predict(rf, iris, type = "prob") with 3 levels of iris$Species: setosa,
versicolor, virginica.
Multi-class area under the curve: 0.5142
Is this right? Thanks!!!
"pROC" reference: http://www.inside-r.org/packages/cran/pROC/docs/multiclass.roc