statsmodels.duration.survfunc.SurvfuncRight.simultaneous_cb#

SurvfuncRight.simultaneous_cb(alpha=0.05, method='hw', transform='log')[source]#

Returns a simultaneous confidence band for the survival function

Parameters:
alphafloat, optional

1 - alpha is the desired simultaneous coverage probability for the confidence region. Currently alpha must be set to 0.05, giving 95% simultaneous intervals.

method{“hw”}, optional

The method used to produce the simultaneous confidence band. Only the Hall-Wellner (hw) method is currently implemented.

transform{“log”, “arcsin”}, optional

The transform used to produce the interval (note that the returned interval is on the survival probability scale regardless of which transform is used).

Returns:
lcbndarray

The lower confidence limits corresponding to the points in surv_times.

ucbndarray

The upper confidence limits corresponding to the points in surv_times.