Create mean residual life statistics for classification based on extreme value theory.
mrl(data, umin = min(data), umax = max(data) - 0.1,
nint = round(max(data) - min(data)) * 20)plotMRL(rpairs, l = .computeMRL(sort(as.ram((rpairs$Wdata)))))
A numerical vector, representing weights in the context of Record Linkage.
The minimum and maximum thresholds at which the mean residual life function is calculated.
The number of points at which the mean residual life function is calculated.
A RecLinkData
object with assigned weights.
A list with components x
and y
representing MRL statistics
as returned by mrl
.
mrl
returnes a list with
x-coordinates of MRL statistics
y-coordinates of MRL statistics
While mrl
only returnes MRL statistics as a list, plotMRL
produces a plot thereof. These functions are used internally for threshold
estimation based on Extreme Value Theory, see
getParetoThreshold
.
mrl
is a simplified version of mrl.plot
in package ismev
.