statsmodels.duration.survfunc.SurvfuncRight.quantile_ci¶
method
-
SurvfuncRight.quantile_ci(p, alpha=0.05, method='cloglog')[source]¶ Returns a confidence interval for a survival quantile.
- Parameters
- pfloat
The probability point for which a confidence interval is determined.
- alphafloat
The confidence interval has nominal coverage probability 1 - alpha.
- methodstring
Function to use for g-transformation, must be …
- Returns
- lbfloat
The lower confidence limit.
- ubfloat
The upper confidence limit.
Notes
The confidence interval is obtained by inverting Z-tests. The limits of the confidence interval will always be observed event times.
References
The method is based on the approach used in SAS, documented here: