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

Research output: Contribution to journalArticlepeer-review

21 Citations (Scopus)

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
Number of pages5
JournalComputer Physics Communications
Volume185
Issue number3
Early online date26 Dec 2013
DOIs
Publication statusPublished - 1 Mar 2014
Externally publishedYes

Fingerprint

Dive into the research topics of 'Visualization of the significance of Receiver Operating Characteristics based on confidence ellipses'. Together they form a unique fingerprint.

Cite this