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:

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

  • transform (str) – The used to produce the interval (note that the returned interval is on the survival probability scale regardless of which transform is used). Only log and arcsin are implemented.

Returns:

  • lcb (array_like) – The lower confidence limits corresponding to the points in surv_times.

  • ucb (array_like) – The upper confidence limits corresponding to the points in surv_times.