R: Mean Residual Life Plot

mrl {RecordLinkage} | R Documentation

## Mean Residual Life Plot

### Description

Create mean residual life statistics for classification based on extreme value theory.

### Usage

    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)))))

### Arguments

`data` | A numerical vector, representing weights in the context of Record Linkage.
`umin, umax` | The minimum and maximum thresholds at which the mean residual life function is calculated.
`nint` | The number of points at which the mean residual life function is calculated.
`rpairs` | A `RecLinkData` object with assigned weights.
`l` | A list with components `x` and `y` representing MRL statistics as returned by `mrl`.

### Details

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`.

### Value

`mrl` returnes a list with

`x` | x-coordinates of MRL statistics
`y` | y-coordinates of MRL statistics

### See Also

`getParetoThreshold`

[Package RecordLinkage version 0.4-11.2 Index]