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

N.V. Sarlis, S-R. Christopoulos

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    Abstract

    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
    Volume185
    Issue number3
    DOIs
    Publication statusPublished - Dec 2013

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    Keywords

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

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