Visualization of the significance of Receiver Operating Characteristics based on confidence ellipses

N.V. Sarlis, S-R. Christopoulos

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    The Receiver Operating Characteristics (ROC) is used for the evaluation of prediction methods in various disciplines like meteorology, geophysics, complex system physics, medicine etc. The estimation of the significance of a binary prediction method, however, remains a cumbersome task and is usually done by repeating the calculations by Monte Carlo. The FORTRAN code provided here simplifies this problem by evaluating the significance of binary predictions for a family of ellipses which are based on confidence ellipses and cover the whole ROC space.
    Original languageEnglish
    Pages (from-to)1172–1176
    JournalComputer Physics Communications
    Issue number3
    Publication statusPublished - Dec 2013


    Bibliographical note

    Creative Commons Attribution Non-Commercial No Derivatives License


    • Receiver Operating Characteristics (ROC)
    • Complex systems
    • Systems obeying power laws
    • Significance level
    • p-value

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