Statistical Methods for the Analysis of Excess Lifetimes

A collection of parametric and nonparametric methods for the analysis of survival data, described in . Parametric families implemented include Gompertz-Makeham, exponential and generalized Pareto models and extended models. The package includes an implementation of the nonparametric maximum likelihood estimator for arbitrary truncation and censoring pattern based on Turnbull (1976) , along with graphical goodness-of-fit diagnostics. Parametric models for positive random variables and peaks over threshold models based on extreme value theory are described in Rootzén and Zholud (2017) ; Belzile et al. (2021) and Belzile et al. (2022) .