saddle.distn.object           package:boot           R Documentation

Saddlepoint Distribution Approximation Objects

Description:

     Class of objects that result from calculating saddlepoint
     distribution approximations by a call to 'saddle.distn'.

Generation:

     This class of objects is returned from calls to the function
     'saddle.distn'.

Methods:

     The class '"saddle.distn"' has methods for the functions 'lines'
     and 'print'.

Structure:

     Objects of class '"saddle.distn"' are implemented as a list with
     the following components.

quantiles A matrix with 2 columns.  The first column contains the
     probabilities 'alpha' and the second column contains the estimated
     quantiles of the distribution at those probabilities derived from
     the spline.

points A matrix of evaluations of the saddlepoint approximation.  The
     first column contains the values of 't' which were used, the
     second and third contain the density and cdf approximations at
     those points and the rest of the columns contain the solutions to
     the saddlepoint equations.  When 'type' is '"simp"', there is only
     one of those.  When 'type' is '"cond"' there are '2*d-1' where 'd'
     is the number of columns in 'A' or the output of 'A(t,...{})'. The
     first 'd' of these correspond to the numerator and the remainder
     correspond to the denominator.

distn An object of class 'smooth.spline'.  This corresponds to the
     spline fitted to the saddlepoint cdf approximations in points in
     order to approximate the entire distribution.  For the structure
     of the object see 'smooth.spline'.

call The original call to 'saddle.distn' which generated the object.

LR A logical variable indicating whether the Lugananni-Rice
     approximations were used. 

See Also:

     'lines.saddle.distn', 'saddle.distn', 'print.saddle.distn'

