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.
item{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.
}
item{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.
}
item{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
.
}
item{call}{
The original call to saddle.distn
which generated the object.
}
item{LR}{
A logical variable indicating whether the Lugananni-Rice approximations were
used.
}
lines.saddle.distn
, saddle.distn
, print.saddle.distn