Paired DeLong Test for AUC Comparison — os_paired

Compare two prediction-score vectors on the same labels using the paired DeLong test (Robin et al. 2011 implementation in roc.test).

Usage

os_paired_delong(
  y_true,
  scores_a,
  scores_b,
  alternative = c("two.sided", "greater", "less")
)

Arguments

y_true: Integer or logical vector of true labels (0/1).
scores_a: Numeric vector of scores from pipeline A; same length as y_true.
scores_b: Numeric vector of scores from pipeline B; same length as y_true.
alternative: One of "two.sided" (default), "greater" (A's AUC > B's), or "less".

Value

A named list with elements auc_a, auc_b, delta (= auc_a - auc_b), z, p_value, ci_delta (95 the AUC difference; NA if pROC does not return one), n_pos, n_neg, alternative, and method (= "DeLong").

Examples

if (requireNamespace("pROC", quietly = TRUE)) {
  set.seed(7)
  y <- rep(c(0, 1), each = 50)
  a <- y + rnorm(100, sd = 0.5)            # informative
  b <- rnorm(100)                          # random
  os_paired_delong(y, a, b, alternative = "greater")
}