Re: Programs for numerical integration of points?

From: Timothy Little <tim-usenet@xxxxxxxxxxxxxxxxxx>
Date: Tue, 14 Jun 2005 22:35:44 +0000 (UTC)

brt381@xxxxxxxxxxxxx wrote:
> For example, I have the following datset (which represents an ROC
> curve) and I want to find the area under it. Any suggestions?

A trapezoidal approximation should work well enough for ROC curves.
In other words, add up ((x0 - x1) * (y0 + y1) / 2) for each adjacent
pair of points (x0,y0) and (x1,y1).

Going to quadratic approximations or further would be silly for this
application.

- Tim
.

References:
- Programs for numerical integration of points?
  - From: brt381

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