[R] ROC curve in R
Frank E Harrell Jr
f.harrell at vanderbilt.edu
Thu Jul 26 15:01:43 CEST 2007
Note that even though the ROC curve as a whole is an interesting
'statistic' (its area is a linear translation of the
WilcoxonMannWhitneySomersGoodmanKruskal rank correlation
statistics), each individual point on it is an improper scoring rule,
i.e., a rule that is optimized by fitting an inappropriate model. Using
curves to select cutoffs is a lowprecision and arbitrary operation, and
the cutoffs do not replicate from study to study. Probably the worst
problem with drawing an ROC curve is that it tempts analysts to try to
find cutoffs where none really exist, and it makes analysts ignore the
whole field of decision theory.
Frank Harrell
gyadav at ccilindia.co.in wrote:
> http://search.rproject.org/cgibin/namazu.cgi?query=ROC&max=20&result=normal&sort=score&idxname=Rhelp02a&idxname=functions&idxname=docs
>
> there is a lot of help try help.search("ROC curve") gave
> Help files with alias or concept or title matching 'ROC curve' using fuzzy
> matching:
>
>
>
> granulo(ade4) Granulometric Curves
> plot.roc(analogue) Plot ROC curves and associated
> diagnostics
> roc(analogue) ROC curve analysis
> colAUC(caTools) Columnwise Area Under ROC Curve
> (AUC)
> DProc(DPpackage) Semiparametric Bayesian ROC
> curve analysis
> cv.enet(elasticnet) Computes Kfold crossvalidated
> error curve for elastic net
> ROC(Epi) Function to compute and draw
> ROCcurves.
> lroc(epicalc) ROC curve
> cv.lars(lars) Computes Kfold crossvalidated
> error curve for lars
> roc.demo(TeachingDemos) Demonstrate ROC curves by
> interactively building one
>
> HTH
> see the help and examples those will suffice
>
> Type 'help(FOO, package = PKG)' to inspect entry 'FOO(PKG) TITLE'.
>
>
>
> Regards,
>
> Gaurav Yadav
> +++++++++++
> Assistant Manager, CCIL, Mumbai (India)
> Mob: +919821286118 Email: emailtogauravyadav at gmail.com
> Bhagavad Gita: Man is made by his Belief, as He believes, so He is
>
>
>
> "Rithesh M. Mohan" <rithesh.m at brickworkindia.com>
> Sent by: rhelpbounces at stat.math.ethz.ch
> 07/26/2007 11:26 AM
>
> To
> <Rhelp at stat.math.ethz.ch>
> cc
>
> Subject
> [R] ROC curve in R
>
>
>
>
>
>
> Hi,
>
>
>
> I need to build ROC curve in R, can you please provide data steps / code
> or guide me through it.
>
>
>
> Thanks and Regards
>
> Rithesh M Mohan
>
>
> [[alternative HTML version deleted]]
>

Frank E Harrell Jr Professor and Chair School of Medicine
Department of Biostatistics Vanderbilt University
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