A matrix with quantile, and upper and lower confidence
intervals.
Intervals are calculated from
$\sigma$ which is: $$\sigma (t) = \sqrt{
\frac{Var[\hat{S}(t)]}{\hat{S}^2(t)}}$$ The intervals given are:
linear$$\hat{S}(t) \pm Z_{1- \alpha} \sigma (t)
\hat{S}(t)$$ Where
$\hat{S}(t)$ is the Kaplan-Meier survival
estimate.
log transform$$[
\hat{S}(t)^{\frac{1}{\theta}}, \hat{S}(t)^{\theta} ]$$ Where $\theta$
is: $$\exp{ \frac{Z_{1- \alpha} \sigma (t)}{
\log{\hat{S}(t)}}}$$
Strawderman RL, Parzen MI, Wells MT 1993 Accurate
Confidence Limits for Quantiles under Random Censoring.
Biometrics 1993 43(4):1399--415.
http://www.jstor.org/stable/2533506{JSTOR}