A simple tool for computing metrics (e.g., AUC, precision, recall, accuracy, F-Score) to evaluate machine learning algorithms.
AUC computation uses the algorithm described in the following url: https://www.ibm.com/developerworks/community/blogs/jfp/entry/Fast_Computation_of_AUC_ROC_score?lang=en
Compile: g++ -O3 fast_auc.cpp -o fast_auc