statsmodels.duration.survfunc.SurvfuncRight.simultaneous_cb

SurvfuncRight.simultaneous_cb(alpha=0.05, method='hw', transform='log')

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 : string

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

transform : string

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.