R: Saddlepoint Distribution Approximation Objects

saddle.distn.object {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`

[Package boot version 1.3-4 Index]