pROC icon indicating copy to clipboard operation
pROC copied to clipboard

One-sided CIs for AUCs

Open Re2124 opened this issue 3 years ago • 2 comments

Is your feature request related to a problem? Please describe. I would like to calculate one-sided CIs for AUC values in order to test one-tailed hypothesis. (This is quite common in by research area. Many researchers would benefit from this added feature)

Describe the solution you'd like So far, I found no possibility to do so using the pROC package.

Describe alternatives you've considered It would be great if someone could implement a solution, where one could choose between one-sided (greater, less) and two-sided. (Unfortunately, I do not have the knowledge to try to do ist myself)

Additional context /

Re2124 avatar Dec 07 '22 14:12 Re2124

Interesting, I never thought of that.

Can you point to any litterature that shows how one sided CIs are computed in the case of ROC curves?

I'd certainly welcome PR requests for this feature.

xrobin avatar Dec 08 '22 09:12 xrobin

Unfortunately no. It seams, however, be a problem also other researchers face: https://stats.stackexchange.com/questions/476499/one-sided-test-for-auc-area-under-the-curve-for-roc

This author wrote at least something about one-sided testing for AUC: https://dpc10ster.github.io/RJafrocBook/hypothesis-testing.html#hypothesis-testing-how-much-finished

Re2124 avatar Dec 12 '22 11:12 Re2124