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)))))
mrl returns a list with
x-coordinates of MRL statistics
y-coordinates of MRL statistics
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.
While mrl only returns 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.
getParetoThreshold