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.