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For a single ROC curve (with relevant AUC score), how can you calculate the confidence interval? (The data used to generate this ROC/AUC is available)

Given my relatively limited background in this area, this would be a case of 'the easier, the better'.

PS: please also inform me of any conditions that have to be fulfilled (if required by the formula you would use to calculate the CI).

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  • $\begingroup$ are you looking for code? Many of the packages that make ROC curves also compute the CI. $\endgroup$ – bdeonovic Jul 23 '14 at 23:58
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are you looking for code? Many of the packages that make ROC curves also compute the CI. If you are using R look at the pROC package.

For theoretical derivation see
Receiver Operating Characteristic Curve Confidence Intervals and Regions Kerekes, J. IEEE Geoscience and Remote Sensing Letters, April 2008, Vol.5(2), pp.251-255 [Peer Reviewed Journal]

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  • $\begingroup$ Thanks Benjamin! I used MATLAB and LibLinear (not my choice, I was told to use them) $\endgroup$ – Glenn Jul 24 '14 at 1:05
  • $\begingroup$ Is there any library for python? $\endgroup$ – Sklavit Jun 25 '18 at 14:02

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