Yes, there does not seem to be a method for comparing two ROC curves in ROCR.
But I found a discussion in the R-archives which may be useful:

                 http://tolstoy.newcastle.edu.au/R/help/06/03/23667.html

You should also see the replies to that post. 

I am also interested in comparing two ROC curves, so if you find an(other)
implementation, I would appreciate knowing about it.

Regards,
  Ravi
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