ci.se {pROC}

Compute the confidence interval of sensitivities at given specificities

Description

This function computes the confidence interval (CI) of the sensitivity at the given specificity points. By default, the 95% CI are computed with 2000 stratified bootstrap replicates.

Usage

# ci.se(...)
## S3 method for class 'roc'
ci.se(roc, specificities = seq(0, 1, .1) * ifelse(roc$percent,
100, 1), conf.level=0.95, boot.n=2000, boot.stratified=TRUE,
progress=getOption("pROCProgress")$name, parallel=FALSE, ...) 
## S3 method for class 'smooth.roc'
ci.se(smooth.roc, specificities = seq(0, 1, .1) *
ifelse(smooth.roc$percent, 100, 1), conf.level=0.95, boot.n=2000,
boot.stratified=TRUE, progress=getOption("pROCProgress")$name,
parallel=FALSE, ...)
## S3 method for class 'formula'
ci.se(formula, data, ...)
## Default S3 method:
ci.se(response, predictor, ...)

Arguments

roc, smooth.roc

a “roc” object from the roc function, or a “smooth.roc” object from the smooth function.

response, predictor

arguments for the roc function.

formula, data

a formula (and possibly a data object) of type response~predictor for the roc function.

specificities

on which specificities to evaluate the CI.

conf.level

the width of the confidence interval as [0,1], never in percent. Default: 0.95, resulting in a 95% CI.

boot.n

the number of bootstrap replicates. Default: 2000.

boot.stratified

should the bootstrap be stratified (default, same number of cases/controls in each replicate than in the original sample) or not.

progress

the name of progress bar to display. Typically “none”, “win”, “tk” or “text” (see the name argument to create_progress_bar for more information), but a list as returned by create_progress_bar is also accepted. See also the “Progress bars” section of this package's documentation.

parallel

if TRUE, the bootstrap is processed in parallel, using parallel backend provided by plyr (foreach).

...

further arguments passed to or from other methods, especially arguments for roc and ci.se.roc when calling ci.se.default or ci.se.formula. Arguments for txtProgressBar (only char and style) if applicable.

Details

ci.se.formula and ci.se.default are convenience methods that build the ROC curve (with the roc function) before calling ci.se.roc. You can pass them arguments for both roc and ci.se.roc. Simply use ci.se that will dispatch to the correct method.

The ci.se.roc function creates boot.n bootstrap replicate of the ROC curve, and evaluates the sensitivity at specificities given by the specificities argument. Then it computes the confidence interval as the percentiles given by conf.level.

For more details about the bootstrap, see the Bootstrap section in this package's documentation.

For smoothed ROC curves, smoothing is performed again at each bootstrap replicate with the parameters originally provided. If a density smoothing was performed with user-provided density.cases or density.controls the bootstrap cannot be performed and an error is issued.

Value

A matrix of class “ci.se”, “ci” and “matrix” (in this order) containing the given sensitivities. Row (names) are the specificities, the first column the lower bound, the 2nd column the median and the 3rd column the upper bound.

Additionally, the list has the following attributes:

conf.level

the width of the CI, in fraction.

boot.n

the number of bootstrap replicates.

boot.stratified

whether or not the bootstrapping was stratified.

specificities

the specificities as given in argument.

roc

the object of class “roc” that was used to compute the CI.

Warnings

If boot.stratified=FALSE and the sample has a large imbalance between cases and controls, it could happen that one or more of the replicates contains no case or control observation, or that there are not enough points for smoothing, producing a NA area. The warning “NA value(s) produced during bootstrap were ignored.” will be issued and the observation will be ignored. If you have a large imbalance in your sample, it could be safer to keep boot.stratified=TRUE.

Errors

If density.cases and density.controls were provided for smoothing, the error “Cannot compute the statistic on ROC curves smoothed with density.controls and density.cases.” is issued.

References

James Carpenter and John Bithell (2000) “Bootstrap condence intervals: when, which, what? A practical guide for medical statisticians”. Statistics in Medicine 19, 1141–1164. DOI: doi: 10.1002/(SICI)1097-0258(20000515)19:9<1141::AID-SIM479>3.0.CO;2-F.

Tom Fawcett (2006) “An introduction to ROC analysis”. Pattern Recognition Letters 27, 861–874. DOI: doi: 10.1016/j.patrec.2005.10.010.

Xavier Robin, Natacha Turck, Alexandre Hainard, et al. (2011) “pROC: an open-source package for R and S+ to analyze and compare ROC curves”. BMC Bioinformatics, 7, 77. DOI: doi: 10.1186/1471-2105-12-77.

Hadley Wickham (2011) “The Split-Apply-Combine Strategy for Data Analysis”. Journal of Statistical Software, 40, 1–29. URL: doi: 10.18637/jss.v040.i01.

See Also

roc, ci, ci.sp, plot.ci

Examples

# Create a ROC curve:
data(aSAH)
roc1 <- roc(aSAH$outcome, aSAH$s100b)


## Basic example ##
## Not run: 
ci.se(roc1)
## End(Not run)


## More options ##
# Customized bootstrap and specificities:
## Not run: 
ci.se(roc1, c(.95, .9, .85), boot.n=10000, conf.level=0.9, stratified=FALSE)
## End(Not run)


## Plotting the CI ##
ci1 <- ci.se(roc1, boot.n = 10)
plot(roc1)
plot(ci1)


## On smoothed ROC curves with bootstrap ##
## Not run: 
ci.se(smooth(roc1, method="density"))
## End(Not run)