Survival parametricfit cumulativehazardbounds - CyrilB1531/lodestar GitHub Wiki
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The delta-method interval of the cumulative hazard: lifelines'
confidence_interval_cumulative_hazard_.
public (double[] Lower, double[] Upper) CumulativeHazardBounds(ReadOnlySpan<double> times)Parameters — times are the positive times to read at.
Returns — the lower and upper bounds at ConfidenceLevel, one of each per time.
Example — the interval at ten months.
using Lodestar.Survival;
double[] months = [5, 8, 12, 3, 15, 9, 20, 6, 11, 14];
bool[] died = [true, true, false, true, true, true, false, true, true, false];
ParametricFit fit = ParametricSurvival.Fit(ParametricModel.Weibull, months, died);
(double[] lower, double[] upper) = fit.CumulativeHazardBounds([10.0]);
double low = Math.Round(lower[0], 6); // => 0.121487
double high = Math.Round(upper[0], 6); // => 1.051325Remarks — H ± z·σ, with σ² the gradient of H in the parameters through their
covariance, as lifelines builds it. It is not the image of
SurvivalBounds under −log: each is symmetric on its own scale.
Applies to — net10.0, netstandard2.0.
See also — ParametricFit, ParametricFit.CumulativeHazard.