Area under the Curve (AUC)

Based on the DescTools AUC function. It can calculate the area under the curve with a naive algorithm or a more elaborated spline approach. The curve must be given by vectors of xy-coordinates. This function can handle unsorted x values (by sorting x) and ties for the x values (by ignoring duplicates).

area_under_curve(x, y, method = c("trapezoid", "step", "spline"), ...)

auc(x, y, method = c("trapezoid", "step", "spline"), ...)

Arguments

x	Vector of x values.
y	Vector of y values.
method	Method to compute the Area Under the Curve (AUC). Can be "trapezoid" (default), "step" or "spline". If "trapezoid", the curve is formed by connecting all points by a direct line (composite trapezoid rule). If "step" is chosen then a stepwise connection of two points is used. For calculating the area under a spline interpolation the splinefun function is used in combination with integrate.
...	Arguments passed to or from other methods.

See also

DescTools

Examples

library(bayestestR)
posterior <- distribution_normal(1000)

dens <- estimate_density(posterior)
dens <- dens[dens$x > 0, ]
x <- dens$x
y <- dens$y

area_under_curve(x, y, method = "trapezoid")
#> [1] 0.4980976
area_under_curve(x, y, method = "step")
#> [1] 0.4992463
area_under_curve(x, y, method = "spline")
#> [1] 0.4980982