Calculate AUC in R?

Question

Given a vector of scores and a vector of actual class labels, how do you calculate a single-number AUC metric for a binary classifier in the R language or in simple English?

Answer 1

Currently top voted answer is incorrect, because it disregards ties. When positive and negative scores are equal, then AUC should be 0.5. Below is corrected example.

computeAUC <- function(pos.scores, neg.scores, n_sample=100000) {
  # Args:
  #   pos.scores: scores of positive observations
  #   neg.scores: scores of negative observations
  #   n_samples : number of samples to approximate AUC

  pos.sample <- sample(pos.scores, n_sample, replace=T)
  neg.sample <- sample(neg.scores, n_sample, replace=T)
  mean(1.0*(pos.sample > neg.sample) + 0.5*(pos.sample==neg.sample))
}