--- title: "Kolmogorov-Smirnov Goodness-of-Fit Test for Dependently Double-Truncated Durations" author: "Shikhar Tyagi, Arvind Pandey, Bhupendra Singh, Vrijesh Tripathi" date: "`r Sys.Date()`" output: rmarkdown::html_vignette vignette: > %\VignetteIndexEntry{Kolmogorov-Smirnov Goodness-of-Fit Test for Dependently Double-Truncated Durations} %\VignetteEngine{knitr::rmarkdown} %\VignetteEncoding{UTF-8} --- ```{r setup, include = FALSE} knitr::opts_chunk$set( collapse = TRUE, comment = "#>" ) library(DepDoubleTruncKS) ``` ## Introduction The `DepDoubleTruncKS` package provides methods for performing the two-dimensional Kolmogorov-Smirnov-type goodness-of-fit test for exponentially distributed durations subject to double truncation (left and right truncation), accounting for stochastic dependence between duration and truncation age via copulas. This methodology was developed by Toparkus & Weißbach (2026) in *Lifetime Data Analysis*. ## Method Overview Given double-truncated observations $(X_j^{\text{obs}}, T_j^{\text{obs}})_{j=1}^{m_n}$ falling inside the truncation parallelogram: $$D = \{ (x, t)^T \mid 0 < t \le x \le t + s, t \le G \}$$ 1. **Parameter Estimation**: Profile maximum likelihood / Z-estimation estimates rate $\hat{\theta}_n$ and copula parameter $\hat{\vartheta}_n$. 2. **2D KS Test Statistic**: Evaluated over observations, boundary projections, and discordant intersection points (Algorithm 1). 3. **Asymptotic Limit Process**: Critical values and p-values are obtained via Gaussian process field simulation (Algorithm 2). ## Quick Start Example ```{r example} set.seed(2026) # Load sample dataset data("enterprise_data") # Perform KS test under FGM copula dependent truncation res <- ks_dep_trunc( x = enterprise_data$x[1:100], t = enterprise_data$t[1:100], s = 3, G = 24, model = "fgm", grid_dim = 15, n_sim = 100 ) # Print results summary print(res) # Plot observations and truncation boundaries plot(res) ``` ## Reference Toparkus, A.-M. and Weißbach, R. (2026). Kolmogorov-Smirnov-type test for dependently double-truncated durations: A copula approach. *Lifetime Data Analysis*, 32, 41. .