Confidence interval of the area under a ROC curve, by DeLong's method or the bootstrap. Equivalent to
pROC::ci.auc() in R.
DeLong's interval is θ ∓ z√S (DeLong, DeLong and Clarke-Pearson 1988), clipped to [0, 1]; it needs at least two
controls and two cases (pROC: NA). The bootstrap draws R's random stream as pROC does (setSeed gives R's values):
bootN resamples of the controls then the cases (stratified, at least two of each) or of all observations, and
the type-7 quantiles α/2 and 1 − α/2 of their AUCs. A non-stratified resample without cases or without controls is
dropped with pROC's warning (pROC stops at one without controls).
Confidence interval of the area under a ROC curve, by DeLong's method or the bootstrap. Equivalent to
pROC::ci.auc()in R.DeLong's interval is θ ∓ z√S (DeLong, DeLong and Clarke-Pearson 1988), clipped to [0, 1]; it needs at least two controls and two cases (pROC: NA). The bootstrap draws R's random stream as pROC does (
setSeedgives R's values):bootNresamples of the controls then the cases (stratified, at least two of each) or of all observations, and the type-7 quantiles α/2 and 1 − α/2 of their AUCs. A non-stratified resample without cases or without controls is dropped with pROC's warning (pROC stops at one without controls).