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auRoc: Various Methods to Estimate the AUC

Estimate the AUC using a variety of methods as follows: (1) frequentist nonparametric methods based on the Mann-Whitney statistic or kernel methods. (2) frequentist parametric methods using the likelihood ratio test based on higher-order asymptotic results, the signed log-likelihood ratio test, the Wald test, or the approximate ”t” solution to the Behrens-Fisher problem. (3) Bayesian parametric MCMC methods.

auRoc.pdf