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• W2032585166 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. Program title: VISROC.f Catalogue identifier: AERY_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AERY_v1_0.html Program obtainable from: CPC Program Library, Queen’s University, Belfast, N. Ireland Licensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.html No. of lines in distributed program, including test data, etc.: 11511 No. of bytes in distributed program, including test data, etc.: 72906 Distribution format: tar.gz Programming language: FORTRAN. Computer: Any computer supporting a GNU FORTRAN compiler. Operating system: Linux, MacOS, Windows. RAM: 1Mbyte Classification: 4.13, 9, 14. Nature of problem: 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. Solution method: Using the statistics of random binary predictions for a given value of the predictor threshold εt, one can construct the corresponding confidence ellipses. The envelope of these corresponding confidence ellipses is estimated when εt varies from 0 to 1. This way a new family of ellipses is obtained, named k-ellipses, which covers the whole ROC plane and leads to a well defined Area Under the Curve (AUC). For the latter quantity, Mason and Graham [1] have shown that it follows the Mann–Whitney U-statistics [2] which can be applied [3] for the estimation of the statistical significance of each k-ellipse. As the transformation is invertible, any point on the ROC plane corresponds to a unique value of k, thus to a unique p-value to obtain this point by chance. The present FORTRAN code provides this p-value field on the ROC plane as well as the k-ellipses corresponding to the (p=)10%, 5% and 1% significance levels using as input the number of the positive (P) and negative (Q) cases to be predicted. Unusual features: In some machines, the compiler directive -O2 or -O3 should be used to avoid NaN’s in some points of the p-field along the diagonal. Running time: Depending on the application, e.g., 4s for an Intel(R) Core(TM)2 CPU E7600 at 3.06 GHz with 2 GB RAM for the examples presented here References: [1] S.J. Mason, N.E. Graham, Quart. J. Roy. Meteor. Soc. 128 (2002) 2145. [2] H.B. Mann, D.R. Whitney, Ann. Math. Statist. 18 (1947) 50. [3] L.C. Dinneen, B.C. Blakesley, J. Roy. Stat. Soc. Ser. C Appl. Stat. 22 (1973) 269." @default.
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• W2032585166 date "2014-03-01" @default.
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• W2032585166 title "Visualization of the significance of Receiver Operating Characteristics based on confidence ellipses" @default.
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