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Hi Erin,
The ROCR package's calculation of the AUC assigns 0.5 points for a tie. I was looking at your code for calculating the CIs, and saw that it ignores that possibility. Although people argue over strategies for dealing with ties, since the code is estimating the variance of the cv-AUC, as calculated by the ROCR package, it ought to respect the underlying calculation of the AUC.
DT[,
:=(icVal, ifelse(label == pos, w1 * (fracNegLabelsWithSmallerPreds - auc), w0 * (fracPosLabelsWithLargerPreds - auc)))]
For some positive observation, i, this line will assign w1 * 1 to each negLabel earlier in the ordering, when for some subset of those it should possibly be w1 * 0.5. Also, there may be one or more negLabel observations immediately after i in the ordering that should be counted as 0.5, instead of 0. (Of course, similar logic applies to the negative label calculations.)
--Susan Gruber