Not as nice & easy as thread whirling, but do-able. I've done it with G32 (Fanuc 16i-TB control) successfully. You'll have to get the screw profile ground into a custom insert, so I might recommend calling Etco Tool (Waltham MA) as they were my source for inserts that perfomed very ell in the 6AL-4V titanium alloy I had to cut.
You can do the first tapered section with a "R" value for the taper, then match the next straight section to it. Depending upon machine and control, it might use G33 or other codes to make thread section match up.