class statsmodels.duration.survfunc.SurvfuncRight(time, status, entry=None, title=None, freq_weights=None, exog=None, bw_factor=1.0)
[source]
Estimation and inference for a survival function.
The survival function S(t) = P(T > t) is the probability that an event time T is greater than t.
This class currently only supports right censoring.
Parameters: |
|
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surv_prob
array-like – The estimated value of the survivor function at each time point in surv_times
.
surv_prob_se
array-like – The standard errors for the values in surv_prob
. Not available if exog is provided.
surv_times
array-like – The points where the survival function changes.
n_risk
array-like – The number of subjects at risk just before each time value in surv_times
. Not available if exog is provided.
n_events
array-like – The number of events (e.g. deaths) that occur at each point in surv_times
. Not available if exog is provided.
If exog is None, the standard Kaplan-Meier estimator is used. If exog is not None, a local estimate of the marginal survival function around each point is constructed, and these are then averaged. This procedure gives an estimate of the marginal survival function that accounts for dependent censoring as long as the censoring becomes independent when conditioning on the covariates in exog. See Zeng et al. (2004) for details.
D. Zeng (2004). Estimating marginal survival function by adjusting for dependent censoring using many covariates. Annals of Statistics 32:4. http://arxiv.org/pdf/math/0409180.pdf
plot ([ax]) | Plot the survival function. |
quantile (p) | Estimated quantile of a survival distribution. |
quantile_ci (p[, alpha, method]) | Returns a confidence interval for a survival quantile. |
simultaneous_cb ([alpha, method, transform]) | Returns a simultaneous confidence band for the survival function. |
summary () | Return a summary of the estimated survival function. |
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.duration.survfunc.SurvfuncRight.html