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

Published: 1 March 2014| Version 1 | DOI: 10.17632/9tf75j22xj.1
Contributors:
Nicholas Sarlis,
Stavros-Richard G. Christopoulos

Description

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 ba... Title of program: VISROC.f Catalogue Id: AERY_v1_0 Nature of problem 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 ... Versions of this program held in the CPC repository in Mendeley Data AERY_v1_0; VISROC.f; 10.1016/j.cpc.2013.12.009 This program has been imported from the CPC Program Library held at Queen's University Belfast (1969-2019)

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