colAUC

Calculates Area under ROC curve (AUC) for a vector or for each column of a matrix.

Function colAUC calculates Area under ROC curve (AUC) for a vector or for
each column of a matrix.

The main properties of this code:
* Ability to work with multi-dimensional data.
* Ability to work with multi-class datasets.
* Speed - this code was written to calculate AUC's for large number of
features, fast.
* Two different algorithms are provided one based on integrating ROC
curves and one based on Wilcoxon Rank Sum Test aka. Mann-Whitney U Test.
* Function can be used to plot ROC curves.