R里有没有package可以画ROC，计算AUC的？

可以用pROC 

#加载pROC
library(pROC)

#画出ROC曲线
plot.roc(actual, prediction)

#计算ROC AUC
auc(actual, prediction)

pROC比较慢，github上有人贴出了一个更快的版本。代码如下：

fastROC <- function(probs, class) {
    class_sorted <- class[order(probs, decreasing=T)]
    TPR <- cumsum(class_sorted) / sum(class)
    FPR <- cumsum(class_sorted == 0) / sum(class == 0)
    return(list(tpr=TPR, fpr=FPR))
}

# Helpful function adapted from: https://stat.ethz.ch/pipermail/r-help/2005-September/079872.html
fastAUC <- function(probs, class) {
    x <- probs
    y <- class
    x1 = x[y==1]; n1 = length(x1); 
    x2 = x[y==0]; n2 = length(x2);
    r = rank(c(x1,x2))  
    auc = (sum(r[1:n1]) - n1*(n1+1)/2) / n1 / n2
    return(auc)
}