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xrobin avatar xrobin commented on June 19, 2024

@sieste could you please have a look at this? It looks like the new DeLong code is returning erroneous theta values, maybe an overflow or something like that?

> pROC:::delongPlacementsCpp(roc3)$theta
[1] 15.97072

@anaphylacticapps as workaround, the old version 1.8 of pROC reports correct results, although it takes significantly more time to do so:

> ci.auc(roc3)
95% CI: 0.7567-0.7618 (DeLong)
> pROC:::delongPlacementsCpp(roc3)$theta
[1] 0.7592556

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sieste avatar sieste commented on June 19, 2024

That should do the trick, sorry about that. I didn't expect someone would need a confidence interval at a sample size so big that it causes integer overflow ;)

Cheers, Stefan

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xrobin avatar xrobin commented on June 19, 2024

Excellent, thanks a lot for the very quick fix!

This is the same as commit e71e57b then. I'll add a check on the R side to make sure theta == auc to catch similar cases in the future. Then push a bugfix release asap.

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anaphylacticapps avatar anaphylacticapps commented on June 19, 2024

Thank you, both.

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xrobin avatar xrobin commented on June 19, 2024

There is now an error message when the DeLong AUC doesn't match.

Thanks @anaphylacticapps for the report!

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