In its original version the Pareto/NBD part of the BTYD packages failed for me, as it did for Theo, for reasons he explained here. So, I implemented his fix, rebuilt from source, and then it worked.
BTYD2 is for the curious and impatient: you can install it now, side-by-side with the unaltered BTYD from CRAN. I also opened a pull request to the GitHub-hosted version of BTYD. If it is accepted, BTYD2 will be obsolete. Until then, you can use it as an alternative.
How to install
git clone, then build the standard way, not with the
devtools kit. The original BTYD package documentation is not compatible with
devtools::document() and you risk obliterating most of your help files.
So, at the command line, just do this:
R CMD build BTYD2 R CMD check BTYD2
And then at the R console do this:
install.packages("BTYD2_2.4.tar.gz", repos = NULL, type = "source")
That ought to work.