ROC<-function(){
mu.p<-2
sd.p<-1
mu.n<--1
sd.n<-1
TT<-seq(-10,10,by=.05)
FPR<-numeric(length(TT))
SE<-numeric(length(TT))
R<-100000
for (tt in 1:length(TT)){
thr<-TT[tt]
DNp<-rnorm(R,mu.p,sd.p)
DNn<-rnorm(R,mu.n,sd.n)
FN<-length(which(DNp<thr))
FP<-length(which(DNn>thr))
TN<-length(which(DNn<thr))
TP<-length(which(DNp>thr))
FPR[tt]<-FP/(FP+TN)
SE[tt]<-TP/(TP+FN)
}
plot(FPR,SE)
}
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