saddle.distn.object

Class of objects that result from calculating saddlepoint distribution
approximations by a call to <code>saddle.distn</code>.

methods

smooth

nonparametric

functions and datasets for bootstrapping from the
  book "Bootstrap Methods and Their Applications" by A.C. Davison and 
  D.V. Hinkley (1997, CUP).

Brian Ripley

boot

Bootstrap R (S-Plus) Functions (Canty)

saddle.distn.object function

This class of objects is returned from calls to the function <code>saddle.distn</code>.

Generation

The class <code>"saddle.distn"</code> has methods for the functions <code>lines</code> and
<code>print</code>.

Methods

Objects of class <code>"saddle.distn"</code> are implemented as a list with the following
components.<p></p><p>
<item>quantiles</item>{
A matrix with 2 columns.  The first column contains the probabilities <code>alpha</code>
and the second column contains the estimated quantiles of the distribution at
those probabilities derived from the spline.
}
<item>points</item>{
A matrix of evaluations of the saddlepoint approximation.  The first column
contains the values of <code>t</code> 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 <code>type</code>
is <code>"simp"</code>, there is only one of those.  When <code>type</code> is <code>"cond"</code> there 
are <code>2*d-1</code> where <code>d</code> is the number of columns in <code>A</code> or the output of 
<code>A(t,...</code>)}. The first <code>d</code> of these correspond to the numerator and the 
remainder correspond to the denominator.</p>

saddle.distn.object: Saddlepoint Distribution Approximation Objects

Description

Arguments

Generation

Methods

Structure

item

code

See Also