ROCit- An R Package for Performance Assessment of Binary Classifier with Visualization

Volstorff A

Sensitivity (or recall or true positive rate), false positive rate, specificity, precision (or positive predictive value), negative predictive value, misclassification rate, accuracy, F-score- these are popular metrics for assessing performance of binary classifier for specific threshold. Receiver operating characteristic (ROC) curve is a common tool for assessing overall diagnostic ability of the binary classifier. ROCit is an R package that provides flexibility to easily evaluate a binary classifier. ROC curve, along with area under curve (AUC) can be obtained using different methods, such as empirical, binormal and non-parametric. ROCit encompasses a wide variety of methods for constructing confidence interval of ROC curve and AUC. ROCit also features the option of constructing empirical gains table, which is a handy tool for direct marketing. The package offers options for commonly used visualization, such as, ROC curve, KS plot, lift plot. Along with in-built default graphics setting, there are rooms for manual tweak by providing the necessary values as function arguments. ROCit is a powerful tool offering a range of things, yet it is very easy to use.