TY - JOUR
T1 - Visualization of the significance of Receiver Operating Characteristics based on confidence ellipses
AU - Sarlis, Nicholas V.
AU - Christopoulos, Stavros Richard G.
PY - 2014/3/1
Y1 - 2014/3/1
N2 - 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.
AB - 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.
KW - Complex systems
KW - p-value
KW - Receiver Operating Characteristics (ROC)
KW - Significance level
KW - Systems obeying power laws
UR - http://www.scopus.com/inward/record.url?scp=84893760195&partnerID=8YFLogxK
U2 - 10.1016/j.cpc.2013.12.009
DO - 10.1016/j.cpc.2013.12.009
M3 - Article
AN - SCOPUS:84893760195
VL - 185
SP - 1172
EP - 1176
JO - Computer Physics Communications
JF - Computer Physics Communications
SN - 0010-4655
IS - 3
ER -