ciROCbin: Confidence Interval of Binormal ROC Curve

In ROCit: Performance Assessment of Binary Classifier with Visualization

Confidence Interval of Binormal ROC Curve

Description

Function ciROCbin estimates confidence interval of binormally estimated ROC curve.

Usage

ciROCbin(rocit_bin, level, nboot)

Arguments

rocit_bin	An object of class rocit, (method = "binormal").
level	Desired level of confidence to be estimated.
nboot	Number of bootstrap samples, used to estimate var(A), var(B), cov(A,B). See ciROC.rocit.

Value

A list object containing TPR, upper and lower bound of TPR at certain FPR values.

Comment

ciROCbin is used internally in ciROC.rocit of ROCit.

See Also

rocit, ciROC, plot.rocci

Examples

data("Loan")
score <- Loan$Score
class <- ifelse(Loan$Status == "CO", 1, 0)
rocit_bin <- rocit(score = score, class = class, method = "bin")
ciROC_bin90 <- ciROCbin(rocit_bin, level = 0.9, nboot = 300)
TPR <- ciROC_bin90$TPR
FPR <- ciROC_bin90$FPR
Upper90 <- ciROC_bin90$UpperTPR
Lower90 <- ciROC_bin90$LowerTPR
plot(TPR~FPR, type = "l")
lines(Upper90~FPR, lty = 2)
lines(Lower90~FPR, lty = 2)
grid()
legend("bottomright", c("Binormal ROC curve", "90% CI"), lty = c(1,2))

ROCit documentation built on May 29, 2024, 2:15 a.m.