Solved – Plotting overlaid ROC curves

data visualizationrroc

I'm trying to make overlaid ROC curves to represent successive improvements in model performance when particular predictors are added one at a time to the model. I want one ROC curve for each of about 5 nested models (which I will define manually), all overlaid in one plot. For example:

    #outcome var
    y = c(rep(0,50), rep(1, 50))

    #predictors
    x1 = y + rnorm(100, sd = 1)
    x2 = y + rnorm(100, sd = 4)

    #correlations of predictors with outcome
    cor(x1, y)
    cor(x2, y)

    library(Epi)
    ROC(form = y ~ x1, plot = "ROC)
    ROC(form = y ~ x1 + x2, plot = "ROC")

I'd want the two ROC curves on the same plot (and ideally without the distracting model info in the background). Any ggplot/graphics gurus willing to lend a hand?

Best Answer

The caTools package provides the colAUC function. Use it and set the plotROC argument to TRUE. I have been satisfied with the graphs it produces.

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