I calculate area under the precision recall curve using the Mleval package. The Mleval package provides 95% CI for the AUROC but not AUPRC. Is there a package that provides 95% CI for AUPRC?
The precrec
library gives an AUC for precision-recall as well as ROC, as shown in this example with dummy data:
library(precrec)
set.seed(1)
## Create sample datasets with 100 positives and 100 negatives
samps <- create_sim_samples(2, 100, 100, "good_er")
## Single model & multiple test datasets
smmdat <- mmdata(samps[["scores"]], samps[["labels"]],
modnames = samps[["modnames"]],
dsids = samps[["dsids"]])
mod <- evalmod(smmdat)
auc_ci(mod)
#> modnames curvetypes mean error lower_bound upper_bound n
#> 1 good_er ROC 0.8192000 0.0007839856 0.8184160 0.819984 2
#> 2 good_er PRC 0.8603505 0.0154645417 0.8448859 0.875815 2
Created on 2022-03-06 by the reprex package (v2.0.1)