I'm using ROCR to obtain the AUC indices. I want to have also the standard errors of the AUC but in the default outputs they are not shown. Is there any way of obtaining them?
我正在使用ROCR获得AUC指数。我想也有AUC的标准错误，但在默认输出中它们没有显示。有没有办法获得它们？
Example:
例：
library(ROCR)
a<-rnorm(100,1)
b<-sample(0:1,100,TRUE)
pred<-prediction(a,b)
auc<-performance(pred,"auc")
auc@y.values
Thanks in advance for any help!
在此先感谢您的帮助！
1 个解决方案
#1
1
As far as I know are not calculated by ROCR, which is why the aren't shown.
据我所知，不是由ROCR计算的，这就是为什么没有显示。
You can obtain them with the pROC package (disclaimer: I am its main author).
您可以使用pROC包获得它们（免责声明：我是它的主要作者）。
myROC <- roc(b, a)
var(myROC)
Take the square root to obtain the standard deviation, which in this case is the standard error (because the AUC is a sample-mean).
取平方根得到标准偏差，在这种情况下是标准误差（因为AUC是样本均值）。
#1
1
As far as I know are not calculated by ROCR, which is why the aren't shown.
据我所知，不是由ROCR计算的，这就是为什么没有显示。
You can obtain them with the pROC package (disclaimer: I am its main author).
您可以使用pROC包获得它们（免责声明：我是它的主要作者）。
myROC <- roc(b, a)
var(myROC)
Take the square root to obtain the standard deviation, which in this case is the standard error (because the AUC is a sample-mean).
取平方根得到标准偏差，在这种情况下是标准误差（因为AUC是样本均值）。