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@fatihgune
Created December 6, 2020 15:51
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Generate the ROC Curve in MATLAB (Taffler Z-score Model)
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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