ROC curve analysis for functional markers

Functional markers become a more frequent tool in medical diagnosis. In this paper, we aim to define an index allowing to discriminate between populations when the observations are functional data belonging to a Hilbert space. We discuss some of the problems arising when estimating optimal directions defined to maximize the area under the curve of a projection index and we construct the corresponding ROC curve. We also go one step forward and consider the case of possibly different covariance operators, for which we recommend a quadratic discrimination rule. Consistency results are derived for both linear and quadratic indexes, under mild conditions. The results of our numerical experiments allow to see the advantages of the quadratic rule when the populations have different covariance operators. We also illustrate the considered methods on a real data set.