On Jan 22, 2010, at 8:31 AM, Frank E Harrell Jr wrote:
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.
I was typing from memory and may not have conveyed accurately what was
in the message. He mention changing versions but my attribution of
that problem as switching from S3 to S4 methods seems to have been a
manufactured memory. Furthermore, on loading the package in its
current form, I am no longer having the problems I earlier experienced.
So now my question to Tyson would be, what you were hoping to see with
your request for confidence intervals? The "spread estimate" feature
seems to have been fixed in version 1.0-4.
Frank
--
Frank E Harrell Jr Professor and Chairman School of Medicine
Department of Biostatistics Vanderbilt
University
David Winsemius, MD
Heritage Laboratories
West Hartford, CT
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