[R] Computing Confidence Intervals for AUC in ROCR Package

[Frank E Harrell Jr]

David Winsemius wrote:
> 
> On Jan 22, 2010, at 3:53 AM, Na'im R. Tyson wrote:
> 
>> Dear R-philes,
>>
>> I am plotting ROC curves for several cross-validation runs of a 
>> classifier (using the function below).  In addition to the average 
>> AUC, I am interested in obtaining a confidence interval for the 
>> average AUC.  Is there a straightforward way to do this via the ROCR 
>> package?
> 
> You should probably contact the authors. When I tried using that package 
> a few weeks ago, several of the annotation features were broken. I 
> contacted the author who said there had been problems after converting 
> to S4 method. He also said there would be a fix but not immediately. 
> There has been a release since that time and I tried it,  but it did not 
> appear to fix the problems I encountered. All I was able to get were 
> very simple ROC curves without any confidence intervals or marking of 
> levels. I ended up turning to the Epi package for what I needed ( but I 
> did not need confidence intervals so cannot comment on that aspect.)
> 

I'm wondering what was broken with the S3 implementation that made them 
change to S4.

Frank

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