image thumbnail

Confidence intervals for area under the receiver operating curve (AUC)

version 1.1.0.0 (20.2 KB) by Brian Lau
Various methods for estimating parametric and non-parametric confidence intervals for the AUC.

799 Downloads

Updated 17 Aug 2015

From GitHub

View license on GitHub

Functions for estimating receiver operating curves (ROC) and the area under the ROC curve (AUC), and various methods for estimating parametric and non-parametric confidence intervals for the AUC estimates. Also included is code for a simple bootstrap test for the estimated area under the ROC against a known value. The available CI estimation methods are:
> Hanley-McNeil, parametric [1]
> Mann-Whitney, non-parametric [2]
> Maximum variance, non-parametric [3]
> Logit, non-parametric [2]
> Bootstrap, non-parametric [2]
You can pass arguments through for different bootstrapping options, otherwise the default is a simple percentile bootstrap. This software depends on several functions from the Matlab Statistics toolbox, namely norminv, tiedrank and bootci.

[1] Hanley, JA, McNeil, BJ (1982). The meaning and use of the area under a receiver operating characteristic (ROC) curve. Radiology, 143:29-36
[2] Qin, G, Hotilovac, L (2008). Comparison of non-parametric confidence intervals for the area under the ROC curve of a continuous-scale diagnostic test. Stat Meth Med Res, 17:207-21
[3] Cortex, C, Mohri, M (2004). Confidence intervals for the area under the ROC curve. NIPS Conference Proceedings

Example:
s = randn(50,1) + 1; n = randn(50,1); % simulate binormal model, "signal" and "noise"
% Estimate the AUC and calculate bootstrapped 95% confidence intervals (bias-corrected and accelerated)
[A,Aci] = auc(format_by_class(s,n),0.05,'boot',1000,'type','bca');

Visit https://github.com/brian-lau/MatlabAUC for more info.

Cite As

Brian Lau (2021). Confidence intervals for area under the receiver operating curve (AUC) (https://github.com/brian-lau/MatlabAUC), GitHub. Retrieved .

MATLAB Release Compatibility
Created with R2008a
Compatible with any release
Platform Compatibility
Windows macOS Linux
Tags Add Tags

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!
To view or report issues in this GitHub add-on, visit the GitHub Repository.
To view or report issues in this GitHub add-on, visit the GitHub Repository.