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2010 Jan 22
2
Computing Confidence Intervals for AUC in ROCR Package
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? plot_roc_curve <- function(roc.dat, plt.title) { #print(str(vowel.ROC)) pred <- prediction(roc.dat$predictions, roc.dat$labels) perf <- performance(pred, "tpr", "fpr") perf.auc <- performance(pred, "auc") perf.auc.areas <- slot(perf.auc, "y.values") cu...