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tailcdf

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

It estimates:

• Eventual total number of events
• Percentage of events already observed
• Empirical likelihood-envelope bounds
• Times to reach 60%, 70%, 80%, and 90% completeness

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.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.