Skip to main content

Module kaplan_meier

Module kaplan_meier 

Source
Expand description

Kaplan–Meier survival curve (ISL ch 11.3) — the nonparametric estimate of the survival function S(t) from right-censored event times.

At each distinct event time tᵢ, S drops by the factor (1 − dᵢ/nᵢ), where dᵢ is the number of events at tᵢ and nᵢ the number still at risk (time ≥ tᵢ). Censored observations leave the risk set without an event.

Structs§

KaplanMeier
A fitted Kaplan–Meier estimator: a right-continuous step function.