statsmodels.duration.survfunc.SurvfuncRight.quantile_ci¶
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SurvfuncRight.
quantile_ci
(p, alpha=0.05, method='cloglog')[source]¶ Returns a confidence interval for a survival quantile.
Parameters: Returns: - lb (float) – The lower confidence limit.
- ub (float) – 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: