nsROC: An R package for Non-Standard ROC Curve Analysis

The receiver operating characteristic (ROC) curve is a graphical method which has become standard in the analysis of diagnostic markers, that is, in the study of the classification ability of a numerical variable. Most of the commercial statistical software provide routines for the standard ROC curve analysis. Of course, there are also many R packages dealing with the ROC estimation as well as other related problems. In this work we introduce the nsROC package which incorporates some new ROC curve procedures. Particularly: ROC curve comparison based on general distances among functions for both paired and unpaired designs; efficient confidence bands construction; a generalization of the curve considering different classification subsets than the one involved in the classical defini tion of the ROC curve; a procedure to deal with censored data in cumulative-dynamic ROC curve estimation for time-to-event outcomes; and a non-parametric ROC curve method for meta-analysis. This is the only R package which implements these particular procedures.

Sonia Pérez-Fernández , Pablo Martínez-Camblor , Peter Filzmoser , Norberto Corral

Supplementary materials

Supplementary materials are available in addition to this article. It can be downloaded at RJ-2018-043.zip

CRAN packages used

pROC, ROCR, plotROC, fbroc, OptimalCutpoints, timeROC, survivalROC, HSROC, nsROC, sde, tdROC, survival

CRAN Task Views implied by cited packages

Survival, ClinicalTrials, DifferentialEquations, Econometrics, Finance, MachineLearning, Multivariate, SocialSciences, TimeSeries


Text and figures are licensed under Creative Commons Attribution CC BY 4.0. The figures that have been reused from other sources don't fall under this license and can be recognized by a note in their caption: "Figure from ...".


For attribution, please cite this work as

Pérez-Fernández, et al., "The R Journal: nsROC: An R package for Non-Standard ROC Curve Analysis", The R Journal, 2018

BibTeX citation

  author = {Pérez-Fernández, Sonia and Martínez-Camblor, Pablo and Filzmoser, Peter and Corral, Norberto},
  title = {The R Journal: nsROC: An R package for Non-Standard ROC Curve Analysis},
  journal = {The R Journal},
  year = {2018},
  note = {https://doi.org/10.32614/RJ-2018-043},
  doi = {10.32614/RJ-2018-043},
  volume = {10},
  issue = {2},
  issn = {2073-4859},
  pages = {55-77}