ROC Curves
Receiver Operating Characteristic curves
See also:
AUC (Area Under the Curve)
Type 1 error and Type 2 error
Attachments below (presentation, document with Wikipedia info)
R code for demonstration
library(TeachingDemos)
if(interactive()){
roc.demo()
with(CO2,
roc.demo(uptake[Type=='Mississippi'],
uptake[Type=='Quebec'] )
)
}
R packages
Several R packages allow the creation and use of ROC curves. Only a few are listed below.
epicalc package ('lroc' function)
pROC package (also here)
This package appears to allow comparison of ROC curves and calculation of confidence intervals for estimates
* pROC (1.2.1)
Xavier Robin
http://crantastic.org/packages/pROC
Tools for visualizing, smoothing and comparing receiver operating
characteristic (ROC curves). (Partial) area under the curve (AUC)
can be compared with statistical tests based on U-statistics or
bootstrap. Confidence intervals can be computed for (p)AUC or ROC
curves.