Home › Survival › Survival estimators

ParametricFit.Percentile

The time by which the fitted survival falls to a level: lifelines' percentile.

public double Percentile(double probability)

Parameters — probability is the survival level, strictly inside (0, 1).

Returns — the time at which the survival function equals probability.

Exceptions — ArgumentOutOfRangeException when probability is not strictly inside (0, 1).

Example — the level is a survival, so a quarter lies later than the median.

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 quarterLeft = Math.Round(fit.Percentile(0.25), 6);    // => 16.57602
double median = Math.Round(fit.MedianSurvivalTime, 6);       // => 11.032146

Remarks — the argument is the probability of surviving, not of having had the event, as in lifelines: Percentile(0.25) is the time by which three quarters have had it. MedianSurvivalTime is Percentile(0.5). Every model inverts in closed form except the generalized gamma, which inverts its incomplete gamma function.

Applies to — net10.0, netstandard2.0.

See also — ParametricFit, AftSummary.PredictPercentile.