[R] Correlated ROC curves

[Frank E Harrell Jr]

Seyed Reza Jafarzadeh wrote:
> Hi,
> 
> Is there any package or code to compare and display correlated ROC curves in
> R?
> 
> Thanks,
> Reza

There are ways to compare ROC areas.  This will not have very good 
power.  The Hmisc package's rcorrp.cens function provides a test that 
deals with pairs of pairs of predictions and observed outcomes that I 
feel has much more power.  It tests whether one predictor is 'more 
concordant' with the outcome than another.

-- 
Frank E Harrell Jr   Professor and Chair           School of Medicine
                      Department of Biostatistics   Vanderbilt University