Given a vector of true outcomes and a vector of predictions, returns a list containing performance measures.
myroc(ytest, rit, N = 100)True test outcome: vector of 0s and 1s.
Predictions for the true outcome. Should be vector of continuous variables between 0 and 1.
Number of breakpoints where we evaluate the performance measures. Default is 100.
A list of performance measures and intermediate computations.
Vector of sensitivity values.
Vector of specificity values.
Vector of PPV values.
Vector of NPV values
Area under ROC curve (AUC).
Standard error for AUC.
Cut points at which the performance measures were computed.
Cut point which maximizes (sens + spec) / 2.
We currently evaluate the performance measures at 100 quantiles of the
predicted values; this can be adjusted via the N option.