saddle.distn.object           package:boot           R Documentation

_S_a_d_d_l_e_p_o_i_n_t _D_i_s_t_r_i_b_u_t_i_o_n _A_p_p_r_o_x_i_m_a_t_i_o_n _O_b_j_e_c_t_s

_D_e_s_c_r_i_p_t_i_o_n:

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

_G_e_n_e_r_a_t_i_o_n:

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

_M_e_t_h_o_d_s:

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

_S_t_r_u_c_t_u_r_e:

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

     _q_u_a_n_t_i_l_e_s 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.

     _p_o_i_n_t_s 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.

     _d_i_s_t_n 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'.

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

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


_S_e_e _A_l_s_o:

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

