Statistical Testing for AUC Data
Compare AUC values using the FBH method.
auctestr: Statistical Testing for AUC data.
Apply z-test for difference between auc_1 and auc_2 using FBH method.
Compute standard error of AUC score, using its equivalence to the Wilc...
Compute aggregate z-score using Stouffer's method.
Performs statistical testing to compare predictive models based on multiple observations of the A' statistic (also known as Area Under the Receiver Operating Characteristic Curve, or AUC). Specifically, it implements a testing method based on the equivalence between the A' statistic and the Wilcoxon statistic. For more information, see Hanley and McNeil (1982) <doi:10.1148/radiology.143.1.7063747>.