# KaplanMeier: Kaplan-Meier estimator In ReIns: Functions from "Reinsurance: Actuarial and Statistical Aspects"

 KaplanMeier R Documentation

## Kaplan-Meier estimator

### Description

Computes the Kaplan-Meier estimator for the survival function of right censored data.

### Usage

``````KaplanMeier(x, data, censored, conf.type="plain", conf.int = 0.95)
``````

### Arguments

 `x` Vector with points to evaluate the estimator in. `data` Vector of `n` observations. `censored` Vector of `n` logicals indicating if an observation is right censored. `conf.type` Type of confidence interval, see `survfit.formula`. Default is `"plain"`. `conf.int` Confidence level of the two-sided confidence interval, see `survfit.formula`. Default is `0.95`.

### Details

We consider the random right censoring model where one observes `Z = \min(X,C)` where `X` is the variable of interest and `C` is the censoring variable.

This function is merely a wrapper for `survfit.formula` from survival.

This estimator is only suitable for right censored data. When the data are interval censored, one can use the Turnbull estimator implemented in `Turnbull`.

### Value

A list with following components:

 `surv` A vector of length `length(x)` containing the Kaplan-Meier estimator evaluated in the elements of `x`. `fit` The output from the call to `survfit.formula`, an object of class `survfit`.

Tom Reynkens

### References

Kaplan, E. L. and Meier, P. (1958). "Nonparametric Estimation from Incomplete Observations." Journal of the American Statistical Association, 53, 457–481.

`survfit.formula`, `Turnbull`

### Examples

``````data <- c(1, 2.5, 3, 4, 5.5, 6, 7.5, 8.25, 9, 10.5)
censored <- c(0, 1, 0, 0, 1, 0, 1, 1, 0, 1)

x <- seq(0, 12, 0.1)

# Kaplan-Meier estimator
plot(x, KaplanMeier(x, data, censored)\$surv, type="s", ylab="Kaplan-Meier estimator")
``````

ReIns documentation built on Nov. 3, 2023, 5:08 p.m.