tailcdf

tailcdf fits parametric distributions to right-truncated event times to estimate the unobserved tail of a cumulative event process.

It estimates:

The bounds are not conventional confidence intervals.

Installation

After CRAN release:

install.packages("tailcdf")

Example

library(tailcdf)

set.seed(123)
x <- rweibull(100, shape = 2, scale = 10)
x <- x[x <= 12]

fit <- tailfit(x, dists = "weibull")
print(fit)
plot(fit)

Input template

A customizable input template is included in the package. It provides distribution selection, bound-width adjustment, and completeness reporting options.