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fastmetrics: Performance metrics ported from scikit-learn to R

This R package ports the following metrics from the scikit-learn machine learning package for Python:

Function Description
trapz Computes the area under a curve using the trapezoidal rule
precision_recall_curve Computes precision, recall, and threshold values
roc_curve Computes true positive rates, false positive rates, and threshold values
average_precision_score Computes the area under the precision-recall curve
roc_auc_score Computes the area under the Receiver Operating Characteristic (ROC) curve

I've attempted a faithful port including most unit tests and error checking. Comments and variable names are maintained where possible, roughly mapping to Hadley's style guide.

To install:

git clone https://github.com/shwhalen/fastmetrics
R CMD INSTALL fastmetrics

To use:

library(fastmetrics)
set.seed(0)
labels <- c(rep(0, 50), rep(1, 50))
predictions <- runif(100)
roc_auc_score(labels, predictions)
[1] 0.4624

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