[R] [R-pkgs] bpcp package for pointwise confidence intervals for a survival distribution

Fay, Michael (NIH/NIAID) [E] mfay at niaid.nih.gov
Wed Jun 5 17:39:52 CEST 2013

Hi all,

I just uploaded a new version of the bpcp package.  It calculates confidence intervals for a survival distribution for right-censored data using the newly developed beta product confidence procedure.  Previously developed methods can have substantial error rate inflation for the lower limit, especially at the right end of the curves when there are small numbers of events.  The bpcp method guarantees coverage when there is no censoring (when it reduces to the exact Clopper-Pearson intervals for binomial data at each time) or when there is progressive type II censoring.  Simulations show at least nominal  coverage for independent censoring.  Also, it is fast so it can be used routinely.

For a complete description of the new method see

Fay, Brittain, and Proschan (2013). Pointwise confidence intervals for a survival distribution with small samples or heavy censoring. Biostatistics doi:10.1093/biostatistics/kxt016 (available at http://www.niaid.nih.gov/about/organization/dcr/brb/staff/Pages/michael.aspx ).


Michael P. Fay, PhD
Mathematical Statistician
National Institute of Allergy and Infectious Diseases
Tel: 301-451-5124               Fax:301-480-0912
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