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FAQ Frequently asked questions

Xavier Robin edited this page Jun 18, 2018 · 13 revisions

The X axis should be "1-Specificity" instead of "Specificity"!

This is not a bug!

Most statistical tools cannot plot specificity from 1 to 0, so instead they plot 1-specificity from 0 to 1. This results in exactly the same plot, just with a different labelling of the axis.

R doesn't have this limitation, and pROC plots specificity from 1 to 0, saving you from doing a few subtractions when you look at the plot. If you are using pROC in S+, you only have the choice to plot 1-specificity.

If you are concerned that your reviewers will be confused and really wish to have the "old-style" 1-Specificity from 0 to 1, or if you plan to change the axis label to "False Positive Rate" (which is really 1-specificity), you can use the legacy.axis argument to the plot function. See ?plot.roc for more details.

I have a GLM/SVM/PLS/Whatever model, how can I analyze it with pROC?

You need to use the predict() function to get predictions that can be passed to pROC (as the predictor argument).

Can I create a ROC curve with two predictors? Can I adjust fixed / random effects in pROC?

Not directly, but you can! You need to use a modeling function (such as glm()) or package (such as lme4); fit and check the model, then use the predict() function to get predictions that can be passed to pROC (as the predictor argument).

My dataset is huge. Can I use pROC?

A large effort has been made to render pROC more efficient with large ROC curves. An algorithm with complexity of O(n) has been rolled out with pROC 1.6 and can be used with algorithm=2 argument to roc

system.time(roc(round(runif(1E6)), rnorm(1E6), algorithm=2))

This only takes about 20 seconds on my laptop machine. The DeLong test has also been made more efficient and the memory footprint was removed.

If your dataset is much larger, it might help to use the old algorithm that goes in O(n**t*), where t is the number of thresholds that can be measured in your data. You can reduce the number of thresholds by rounding your predictor so that if you keep about a 1000 unique predictor values you still get a good approximation of your ROC curve. Use algorithm=3 for a faster C++ implementation with Rcpp.

system.time(roc(round(runif(1E6)), round(rnorm(1E6), digits=1), algorithm=3))

You can play around with algorithm=0 that runs a microbenchmark and chooses the fastest algorithm for your data.

Can I compute the confidence interval of the best threshold of the curve (not its SE/SP)?

Yes you can since pROC 1.6 and its ci.coords function. For instance:

> ci.coords(aSAH$outcome, aSAH$s100b, x="best", input = "threshold", ret="threshold")
95% CI (2000 stratified bootstrap replicates):
           2.5%   50%  97.5%
threshold 0.115 0.205 0.4854

There is 95% chance that the optimal threshold lies between 0.115 and 0.4854.

The functions are giving me weird error messages I don't understand

Several packages on CRAN provide alternative roc or auc functions. These packages can interfere with pROC, especially if they are loaded later in the session (and hence appear earlier in the search path).

For instance, here are a few messages you may see if you have the AUC package loaded:

Not enough distinct predictions to compute area under the ROC curve.

Error in roc(outcome ~ ndka, data = aSAH) : unused argument (data = aSAH)

If that happens, you should unload the package by typing detach("package:AUC"). Alternatively you can refer to the pROC version of the function specifically through their namespace:

pROC::auc(pROC::roc(aSAH$outcome, aSAH$ndka))

Here is a list of packages providing roc and auc functions, possibly conflicting with pROC.

Package roc auc
analogue Generic
asbio Not Generic
AUC Not Generic Not Generic
aucm NA NA
cutpointr Not Generic
enrichvs Not Generic
epiDisplay NA
esvis Not Generic
FFTrees Not Generic
flux Not Generic
fmsb Not Generic
grpreg NA
hutils Not Generic
kulife Not Generic
longROC Not Generic Not Generic
MAMSE Not Generic
MESS Not Generic
Metrics Not Generic
MXM Not Generic
ncvreg NA
NEArender Not Generic
PK Not Generic
precrec Generic
PresenceAbsence Not Generic
radiant.model Not Generic
sdm Generic
SDMTools Not Generic
spatstat Generic
StatMeasures Not Generic

To get an updated list, run inst/extra/sos_clashes.R. It may be needed to start R with export R_MAX_NUM_DLLS=1000 to be able to run the script.

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