saddle.distn.object {boot} | R Documentation |
Class of objects that result from calculating saddlepoint distribution
approximations by a call to saddle.distn
.
This class of objects is returned from calls to the function
saddle.distn
.
The class "saddle.distn"
has methods for the functions
lines
and print
.
Objects of class "saddle.distn"
are implemented as a list with
the following components.
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.
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.
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
.
The original call to saddle.distn
which generated the object.
A logical variable indicating whether the Lugananni-Rice approximations were used.
lines.saddle.distn
, saddle.distn
,
print.saddle.distn