Re: [R] Computing Confidence Intervals for AUC in ROCR Package

2010-01-22 Thread David Winsemius
On Jan 22, 2010, at 12:01 PM, Na'im R. Tyson wrote: Thank you for your very prompt response. The authors of the ROCR package informed me the package works as stated in the documentation as long as you use R version 2.9.0--and indeed, it does! I do not mind using a slightly older version

Re: [R] Computing Confidence Intervals for AUC in ROCR Package

2010-01-22 Thread Na'im R. Tyson
Thank you for your very prompt response. The authors of the ROCR package informed me the package works as stated in the documentation as long as you use R version 2.9.0--and indeed, it does! I do not mind using a slightly older version of R to get the results I need. It is useful to have

Re: [R] Computing Confidence Intervals for AUC in ROCR Package

2010-01-22 Thread David Winsemius
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 int

Re: [R] Computing Confidence Intervals for AUC in ROCR Package

2010-01-22 Thread 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 averag

Re: [R] Computing Confidence Intervals for AUC in ROCR Package

2010-01-22 Thread Frank E Harrell Jr
Even though ROC curves don't shed much light on the problem, the area under the ROC is useful because it is the Wilcoxon-type concordance probability. Denoting it by C, 2*(C-.5) is Somers' Dxy rank correlation between predictions and binary Y. You can get the standard error of Dxy from the Hm

Re: [R] Computing Confidence Intervals for AUC in ROCR Package

2010-01-22 Thread David Winsemius
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 st

[R] Computing Confidence Intervals for AUC in ROCR Package

2010-01-22 Thread Na'im R. Tyson
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?