I struggle to find a way to compute the p-value for the area under a receiver operator characteristic (ROC). I have a continuous variable and a diagnostic test result. I want to see if AUROC is statistically significant.
I found many packages dealing with ROC curves: pROC, ROCR, caTools, verification, Epi. But even after many hours spent reading the documentation and testing, I couldn't find how. I think I've just missed it.