ciROCbin {ROCit}

Confidence Interval of Binormal ROC Curve

Description

Function ciROCbin estimates confidence interval of binormally estimated ROC curve.

Usage

ciROCbin(rocit_bin, level, nboot)

Arguments

rocit_bin

An object of class rocit, (method = "binormal").

level

Desired level of confidence to be estimated.

nboot

Number of bootstrap samples, used to estimate var(A), var(B), cov(A,B). See ciROC.rocit.

Value

A list object containing TPR, upper and lower bound of TPR at certain FPR values.

Comment

ciROCbin is used internally in ciROC.rocit of ROCit.

See Also

rocit, ciROC, plot.rocci

Examples

data("Loan")
score <- Loan$Score
class <- ifelse(Loan$Status == "CO", 1, 0)
rocit_bin <- rocit(score = score, class = class, method = "bin")
ciROC_bin90 <- ciROCbin(rocit_bin, level = 0.9, nboot = 300)
TPR <- ciROC_bin90$TPR
FPR <- ciROC_bin90$FPR
Upper90 <- ciROC_bin90$UpperTPR
Lower90 <- ciROC_bin90$LowerTPR
plot(TPR~FPR, type = "l")
lines(Upper90~FPR, lty = 2)
lines(Lower90~FPR, lty = 2)
grid()
legend("bottomright", c("Binormal ROC curve", "90% CI"), lty = c(1,2))