ROC/AUC Confidence Interval

Question

For a single ROC curve (with relevant AUC score), how can you calculate the confidence interval? (The data used to generate this ROC/AUC is available)

Given my relatively limited background in this area, this would be a case of 'the easier, the better'.

PS: please also inform me of any conditions that have to be fulfilled (if required by the formula you would use to calculate the CI).

are you looking for code? Many of the packages that make ROC curves also compute the CI. — bdeonovic, Jul 23 '14 at 23:58

score 2 · Accepted Answer · answered Jul 24 '14 at 00:10

2

are you looking for code? Many of the packages that make ROC curves also compute the CI. If you are using R look at the pROC package.

For theoretical derivation see
Receiver Operating Characteristic Curve Confidence Intervals and Regions Kerekes, J. IEEE Geoscience and Remote Sensing Letters, April 2008, Vol.5(2), pp.251-255 [Peer Reviewed Journal]

answered Jul 24 '14 at 00:10

bdeonovic

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Thanks Benjamin! I used MATLAB and LibLinear (not my choice, I was told to use them) – Glenn Jul 24 '14 at 01:05
2

Is there any library for python? – Sklavit Jun 25 '18 at 14:02

ROC/AUC Confidence Interval

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