Fast AUC calculator and ROC curve plotter

Calculates the Area Under the ROC curve, and plots the ROC curve. Completely vectorized, very fast.

This function calculates the Area Under the ROC (Receiver Operator Charectaristic) curve. This ranking measure is widely used in machine learning, statistics, psychophysics and more.

The function can easily calculate and plot AUC and ROC curves for 100's of inputs, each of size 10^5.