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'

