statsmodels.duration.survfunc.SurvfuncRight.simultaneous_cb

method

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

Returns a simultaneous confidence band for the survival function.

Parameters

alphafloat

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

methodstring

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

transformstring

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

lcbarray-like

The lower confidence limits corresponding to the points in surv_times.

ucbarray-like

The upper confidence limits corresponding to the points in surv_times.