| Title: | Tail Extrapolation from Truncated Cumulative Event Curves |
|---|---|
| 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. |
| Authors: | Vladimir Iakovlev [aut, cre] |
| Maintainer: | Vladimir Iakovlev <[email protected]> |
| License: | MIT + file LICENSE |
| Version: | 0.1.0 |
| Built: | 2026-11-12 22:09:43 UTC |
| Source: | https://github.com/cran/tailcdf |
Fit an MLE tail model to right-truncated event times
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), ... )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), ... )
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. |
Object of class tailfit.
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_bestset.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