Kaplan-Meier estimator of survival function.

    Parameters
    ----------
    event : array-like, shape = (n_samples,)
        Contains binary event indicators.

    time_exit : array-like, shape = (n_samples,)
        Contains event/censoring times.

    time_enter : array-like, shape = (n_samples,), optional
        Contains time when each individual entered the study for
        left truncated survival data.

    time_min : float, optional
        Compute estimator conditional on survival at least up to
        the specified time.

    Returns
    -------
    time : array, shape = (n_times,)
        Unique times.

    prob_survival : array, shape = (n_times,)
        Survival probability at each unique time point.
        If `time_enter` is provided, estimates are conditional probabilities.

    Examples
    --------
    Creating a Kaplan-Meier curve:

    >>> x, y = kaplan_meier_estimator(event, time)
    >>> plt.step(x, y, where="post")
    >>> plt.ylim(0, 1)
    >>> plt.show()

    References
    ----------
    .. [1] Kaplan, E. L. and Meier, P., "Nonparametric estimation from incomplete observations",
           Journal of The American Statistical Association, vol. 53, pp. 457-481, 1958.

def kaplan_meier_estimator(event, time_exit, time_enter=None, time_min=None):
    """Kaplan-Meier estimator of survival function.

    Parameters
    ----------
    event : array-like, shape = (n_samples,)
        Contains binary event indicators.

    time_exit : array-like, shape = (n_samples,)
        Contains event/censoring times.

    time_enter : array-like, shape = (n_samples,), optional
        Contains time when each individual entered the study for
        left truncated survival data.

    time_min : float, optional
        Compute estimator conditional on survival at least up to
        the specified time.

    Returns
    -------
    time : array, shape = (n_times,)
        Unique times.

    prob_survival : array, shape = (n_times,)
        Survival probability at each unique time point.
        If `time_enter` is provided, estimates are conditional probabilities.

    Examples
    --------
    Creating a Kaplan-Meier curve:

    >>> x, y = kaplan_meier_estimator(event, time)
    >>> plt.step(x, y, where="post")
    >>> plt.ylim(0, 1)
    >>> plt.show()

    References
    ----------
    .. [1] Kaplan, E. L. and Meier, P., "Nonparametric estimation from incomplete observations",
           Journal of The American Statistical Association, vol. 53, pp. 457-481, 1958.
    """
    event, time_enter, time_exit = check_y_survival(event, time_enter, time_exit, allow_all_censored=True)
    check_consistent_length(event, time_enter, time_exit)

    if time_enter is None:
        uniq_times, n_events, n_at_risk = _compute_counts(event, time_exit)
    else:
        uniq_times, n_events, n_at_risk = _compute_counts_truncated(event, time_enter, time_exit)

    values = 1 - n_events / n_at_risk

    if time_min is not None:
        mask = uniq_times >= time_min
        uniq_times = numpy.compress(mask, uniq_times)
        values = numpy.compress(mask, values)

    y = numpy.cumprod(values)
    return uniq_times, y