ci.thresholds: Compute the confidence interval of thresholds

View source: R/ci.thresholds.R

ci.thresholdsR Documentation

Compute the confidence interval of thresholds

Description

This function computes the confidence interval (CI) of the sensitivity and specificity of the thresholds given in argument. By default, the 95% CI are computed with 2000 stratified bootstrap replicates.

Usage

# ci.thresholds(...)
## S3 method for class 'roc'
ci.thresholds(roc, conf.level=0.95, boot.n=2000,
boot.stratified=TRUE, thresholds = "local maximas",
progress=getOption("pROCProgress")$name, parallel=FALSE, ...) 
## S3 method for class 'formula'
ci.thresholds(formula, data, ...)
## S3 method for class 'smooth.roc'
ci.thresholds(smooth.roc, ...)
## Default S3 method:
ci.thresholds(response, predictor, ...)

Arguments

roc

a “roc” object from the roc function.

smooth.roc

not available for smoothed ROC curves, available only to catch the error and provide a clear error message.

response, predictor

arguments for the roc function.

formula, data

a formula (and possibly a data object) of type response~predictor for the roc function.

conf.level

the width of the confidence interval as [0,1], never in percent. Default: 0.95, resulting in a 95% CI.

boot.n

the number of bootstrap replicates. Default: 2000.

boot.stratified

should the bootstrap be stratified (default, same number of cases/controls in each replicate than in the original sample) or not.

thresholds

on which thresholds to evaluate the CI. Either the numeric values of the thresholds, a logical vector (as index of roc$thresholds) or a character “all”, “local maximas” or “best” that will be used to determine the threshold(s) on the supplied curve with coords (not on the resampled curves).

progress

the name of progress bar to display. Typically “none”, “win”, “tk” or “text” (see the name argument to create_progress_bar for more information), but a list as returned by create_progress_bar is also accepted. See also the “Progress bars” section of this package's documentation.

parallel

if TRUE, the bootstrap is processed in parallel, using parallel backend provided by plyr (foreach).

...

further arguments passed to or from other methods, especially arguments for roc and ci.thresholds.roc when calling ci.thresholds.default or ci.thresholds.formula. Arguments for txtProgressBar (only char and style) if applicable. Arguments best.method and best.weights to coords.

Details

ci.thresholds.formula and ci.thresholds.default are convenience methods that build the ROC curve (with the roc function) before calling ci.thresholds.roc. You can pass them arguments for both roc and ci.thresholds.roc. Simply use ci.thresholds that will dispatch to the correct method.

This function creates boot.n bootstrap replicate of the ROC curve, and evaluates the sensitivity and specificity at thresholds given by the thresholds argument. Then it computes the confidence interval as the percentiles given by conf.level.

A threshold given as a logical vector or character is converted to the corresponding numeric vector once using the supplied ROC curve, and not at each bootstrap iteration. See ci.coords for the latter behaviour.

For more details about the bootstrap, see the Bootstrap section in this package's documentation.

Value

A list of length 2 and class “ci.thresholds”, “ci” and “list” (in this order), with the confidence intervals of the CI and the following items:

specificity

a matrix of CI for the specificity. Row (names) are the thresholds, the first column the lower bound, the 2nd column the median and the 3rd column the upper bound.

sensitivity

same than specificity.

Additionally, the list has the following attributes:

conf.level

the width of the CI, in fraction.

boot.n

the number of bootstrap replicates.

boot.stratified

whether or not the bootstrapping was stratified.

thresholds

the thresholds, as given in argument.

roc

the object of class “roc” that was used to compute the CI.

Warnings

If boot.stratified=FALSE and the sample has a large imbalance between cases and controls, it could happen that one or more of the replicates contains no case or control observation, producing a NA area. The warning “NA value(s) produced during bootstrap were ignored.” will be issued and the observation will be ignored. If you have a large imbalance in your sample, it could be safer to keep boot.stratified=TRUE.

References

James Carpenter and John Bithell (2000) “Bootstrap condence intervals: when, which, what? A practical guide for medical statisticians”. Statistics in Medicine 19, 1141–1164. DOI: \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1002/(SICI)1097-0258(20000515)19:9<1141::AID-SIM479>3.0.CO;2-F")}.

Tom Fawcett (2006) “An introduction to ROC analysis”. Pattern Recognition Letters 27, 861–874. DOI: \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1016/j.patrec.2005.10.010")}.

Xavier Robin, Natacha Turck, Alexandre Hainard, et al. (2011) “pROC: an open-source package for R and S+ to analyze and compare ROC curves”. BMC Bioinformatics, 7, 77. DOI: \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1186/1471-2105-12-77")}.

Hadley Wickham (2011) “The Split-Apply-Combine Strategy for Data Analysis”. Journal of Statistical Software, 40, 1–29. URL: \Sexpr[results=rd]{tools:::Rd_expr_doi("10.18637/jss.v040.i01")}.

See Also

roc, ci

Examples

data(aSAH)

# Create a ROC curve:
data(aSAH)
roc1 <- roc(aSAH$outcome, aSAH$s100b)


## Basic example ##
# Compute CI of all local maxima thresholds
## Not run: 
ci.thresholds(roc1)
## End(Not run)


## More options ##
# Customized bootstrap and thresholds:
## Not run: 
ci.thresholds(roc1,
			  thresholds=c(0.5, 1, 2),
              boot.n=10000, conf.level=0.9, stratified=FALSE)
## End(Not run)


## Plotting the CI ##
## Not run: 
ci1 <- ci.thresholds(roc1)
## End(Not run)
plot(roc1)
plot(ci1)

pROC documentation built on Nov. 2, 2023, 6:05 p.m.