Retrieve quantiles and confidence intervals for them from a survfit object.
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a result of the survfit function
numeric vector of probabilities with values in [0,1]
should lower and upper confidence limits be returned?
optional scale factor, e.g.,
tolerance for checking that the survival curve exactly equals one of the quantiles
optional arguments for other methods
The kth quantile for a survival curve S(t) is the location at which a horizontal line at height p= 1-k intersects the plot of S(t). Since S(t) is a step function, it is possible for the curve to have a horizontal segment at exactly 1-k, in which case the midpoint of the horizontal segment is returned. This mirrors the standard behavior of the median when data is uncensored. If the survival curve does not fall to 1-k, then that quantile is undefined.
In order to be consistent with other quantile functions, the argument
prob of this function applies to the cumulative distribution
function F(t) = 1-S(t).
Confidence limits for the values are based on the intersection of the
horizontal line at 1-k with the upper and lower limits for the
survival curve. Hence confidence limits use the same
p-value as was in effect when the curve was created, and will differ
depending on the
conf.type option of
If the survival curves have no confidence bands, confidence limits for
the quantiles are not available.
When a horizontal segment of the survival curve exactly matches one of
the requested quantiles the returned value will be the midpoint of the
horizontal segment; this agrees with the usual definition of a median
for uncensored data. Since the survival curve is computed as a series
of products, however, there may be round off error.
Assume for instance a sample of size 20 with no tied times and no
censoring. The survival curve after the 10th death is
(19/20)(18/19)(17/18) ... (10/11) = 10/20, but the computed result will
not be exactly 0.5. Any horizontal segment whose absolute difference
with a requested percentile is less than
considered to be an exact match.
The quantiles will be a vector if the
survfit object contains
only a single curve, otherwise it will be a matrix or array. In
this case the last dimension will index the quantiles.
If confidence limits are requested, then result will be a list with
upper, otherwise it is the
vector or matrix of quantiles.
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fit <- survfit(Surv(time, status) ~ ph.ecog, data=lung) quantile(fit) cfit <- coxph(Surv(time, status) ~ age + strata(ph.ecog), data=lung) csurv<- survfit(cfit, newdata=data.frame(age=c(40, 60, 80)), conf.type ="none") temp <- quantile(csurv, 1:5/10) temp[2,3,] # quantiles for second level of ph.ecog, age=80 quantile(csurv[2,3], 1:5/10) # quantiles of a single curve, same result
$quantile 25 50 75 ph.ecog=0 285 394 655 ph.ecog=1 181 306 550 ph.ecog=2 105 199 351 ph.ecog=3 118 118 118 $lower 25 50 75 ph.ecog=0 189 348 558 ph.ecog=1 156 268 460 ph.ecog=2 61 156 285 ph.ecog=3 NA NA NA $upper 25 50 75 ph.ecog=0 350 574 NA ph.ecog=1 223 429 689 ph.ecog=2 163 288 654 ph.ecog=3 NA NA NA 10 20 30 40 50 92 144 181 218 270 10 20 30 40 50 92 144 181 218 270
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