Use pROC to evaluate classification in R

ROC.R

# library(pROC)

#----------------------------------
# Compute the ROC
#----------------------------------
pROC::roc($pred_p, $actual)

pROC::roc(
  actual ~ pred,
  data.frame(
    pred   = $pred_p,
    actual = $actual
  )
)

#----------------------------------
# Find out the threshold
#----------------------------------

pROC::ci(roc_obj, of="thresholds", thresholds="best")

# ci.auc
# ci.se
# ci.sp
# ci.thresholds


#----------------------------------
# Plot the result
#----------------------------------

pROC::ci.se(roc_obj, specificities = seq(0, 100, 5), parallel = T) %>% plot(type = "shape") # plot confidential intervals
pROC::ci(roc_obj, of = "thresholds", thresholds = "best") %>% plot() # plot the spot of threshold