Package {tailcdf}

Title: Tail Extrapolation from Truncated Cumulative Event Curves
Version: 0.1.0
Description: Fits parametric distributions to right-truncated event times using maximum likelihood estimation. Estimates the eventual total number of events, observed completeness, empirical likelihood-envelope bounds, and times to reach specified percentages of the eventual total.
License: MIT + file LICENSE
Encoding: UTF-8
RoxygenNote: 7.3.3
Suggests: flexsurv, testthat (≥ 3.0.0)
Config/testthat/edition: 3
URL: https://github.com/viakovlev/tailcdf
BugReports: https://github.com/viakovlev/tailcdf/issues
NeedsCompilation: no
Packaged: 2026-10-28 00:31:03 UTC; iakov
Author: Vladimir Iakovlev [aut, cre]
Maintainer: Vladimir Iakovlev <iakovlev.v@gmail.com>
Repository: CRAN
Date/Publication: 2026-11-12 19:00:02 UTC

tailcdf

Description

Tail extrapolation from truncated cumulative event curves.

Author(s)

Maintainer: Vladimir Iakovlev iakovlev.v@gmail.com

See Also

Useful links:

Fit an MLE tail model to right-truncated event times

Description

Fit an MLE tail model to right-truncated event times

Usage

tailfit(
  x,
  dists = c("lnorm", "gamma", "weibull", "chisq", "f"),
  envelope_expansion = 1,
  n_starts = 10,
  n_starts_bounds = max(80, 8 * n_starts),
  seed = 1,
  pcts = c(0.6, 0.7, 0.8, 0.9),
  ...
)

Arguments

x

Numeric vector of strictly positive event times.

dists

Candidate distributions. Default: lnorm, gamma, weibull, chisq, f.

envelope_expansion

Bound width multiplier. 1.0 is the standard E100 bound.

n_starts

Multistarts for best-fit optimization.

n_starts_bounds

Multistarts for bound optimization.

seed

Random seed.

pcts

Probabilities for reporting times to fractions of total expected events.

...

Ignored compatibility arguments.

Value

Object of class tailfit.

Examples

set.seed(123)
x <- rweibull(100, shape = 2, scale = 10)
x <- x[x <= 12]
fit <- tailfit(x, dists = 'weibull', n_starts_bounds = 10)
fit$maxFnInf_best
fit$pct_complete_best