Created
December 6, 2020 15:51
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Generate the ROC Curve in MATLAB (Taffler Z-score Model)
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load fisheriris | |
onetohundred = [ | |
0.01; | |
0.02; | |
0.03; | |
0.04; | |
0.05; | |
0.06; | |
0.07; | |
0.08; | |
0.09; | |
0.1; | |
0.11; | |
0.12; | |
0.13; | |
0.14; | |
0.15; | |
0.16; | |
0.17; | |
0.18; | |
0.19; | |
0.2; | |
0.21; | |
0.22; | |
0.23; | |
0.24; | |
0.25; | |
0.26; | |
0.27; | |
0.28; | |
0.29; | |
0.3; | |
0.31; | |
0.32; | |
0.33; | |
0.34; | |
0.35; | |
0.36; | |
0.37; | |
0.38; | |
0.39; | |
0.4; | |
0.41; | |
0.42; | |
0.43; | |
0.44; | |
0.45; | |
0.46; | |
0.47; | |
0.48; | |
0.49; | |
0.5; | |
0.51; | |
0.52; | |
0.53; | |
0.54; | |
0.55; | |
0.56; | |
0.57; | |
0.58; | |
0.59; | |
0.6; | |
0.61; | |
0.62; | |
0.63; | |
0.64; | |
0.65; | |
0.66; | |
0.67; | |
0.68; | |
0.69; | |
0.7; | |
0.71; | |
0.72; | |
0.73; | |
0.74; | |
0.75; | |
0.76; | |
0.77; | |
0.78; | |
0.79; | |
0.8; | |
0.81; | |
0.82; | |
0.83; | |
0.84; | |
0.85; | |
0.86; | |
0.87; | |
0.88; | |
0.89; | |
0.9; | |
0.91; | |
0.92; | |
0.93; | |
0.94; | |
0.95; | |
0.96; | |
0.97; | |
0.98; | |
0.99 | |
1 | |
]; | |
country1 = [ | |
% this is where you list the curve values company's of the country | |
]; | |
country2 = [ | |
% here, too | |
]; | |
country3 = [ | |
% and here, too | |
]; | |
[X1,Y1,T1,AUC1] = perfcurve(species(51:end,:), onetohundred, 'virginica'); | |
[X2,Y2,T2,AUC2] = perfcurve(species(51:end,:), country1, 'versicolor'); | |
[X3,Y3,T3,AUC3] = perfcurve(species(51:end,:), country2, 'versicolor'); | |
[X4,Y4,T4,AUC4] = perfcurve(species(51:end,:), country3, 'versicolor'); | |
[AUC1 AUC2 AUC3 AUC4]; | |
plot(onetohundred) | |
hold on | |
plot(country1) | |
hold on | |
plot(country2) | |
hold on | |
plot(country3) | |
hold on | |
xlabel('% of Firms') | |
ylabel('% of Failed Firms') | |
title('country1/country2/country3 (listed comapnies)') | |
legend('Reference','country1','country2','country3') |
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