Optimum threshold estimation based on cost function in a two- and three- state settings

Description

The ThresholdROC package provides point and interval estimations of the optimum threshold as well as graphical tools for continuous diagnostic tests (two- and three- state settings). The point estimation is based on the definition of a cost function which we opt to minimise. An analytical estimator is available for the binormal and trinormal model and the empirical one is used for all settings. The interval estimation is based on the Delta method variance estimator in a binormal parametric setting and on methods on non-linear equations for the trinormal setting. Bootstrap methods are also provided for the confidence intervals.

Details

The most important functions are thres2 and thres3. They offer a wide range of options for threshold estimation and inference in two and three state settings. We also include the function diagnostic, which perfoms diagnostic tests in 2x2 tables.

Author(s)

Sara Perez-Jaume, Natalia Pallares, Konstantina Skaltsa

Maintainer: Sara Perez-Jaume <spjaume@gmail.com>

References

Efron B, Tibshirani RJ. (1993). An introduction to the bootstrap, Chapman & Hall.

Skaltsa K, Jover L, Carrasco JL. (2010). Estimation of the diagnostic threshold accounting for decision costs and sampling uncertainty. Biometrical Journal 52(5):676-697.

Skaltsa K, Jover L, Fuster D, Carrasco JL. (2012). Optimum threshold estimation based on cost function in a multistate diagnostic setting. Statistics in Medicine, 31:1098-1109.

Zhou XH, Obuchowski NA and McClish DK. (2002). Statistical methods in diagnostic medicine. John Wiley and sons.

Results